+1,637.4%
BMY vs LSCC
+9,784.2%
-8,146.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -2.1% |
| 7D | -0.5% | +13.0% | -13.5% | -1.5% |
| 30D | +4.1% | -19.8% | +23.9% | +5.5% |
| 3M | -2.1% | -18.4% | +16.3% | -1.2% |
| 6M | +12.2% | -16.1% | +28.3% | +12.4% |
| YTD | +20.3% | +42.7% | -22.4% | +15.2% |
| 1Y | +39.2% | +68.0% | -28.8% | +31.5% |
| 3Y | +35.6% | +85.8% | -50.3% | +24.1% |
| 5Y | +28.6% | +28.0% | +0.5% | +18.2% |
| 10Y | +73.9% | +1,255.1% | -1,181.2% | +28.0% |
| All | +1,637.4% | +9,784.2% | -8,146.8% | +767.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling