+16.9%
BSX vs LCID
-95.5%
+112.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.9% |
| 7D | -6.4% | +1.8% | -8.2% | -6.5% |
| 30D | -8.8% | -34.2% | +25.5% | -7.9% |
| 3M | -7.6% | -9.1% | +1.5% | -7.7% |
| 6M | -37.0% | -52.6% | +15.7% | -36.1% |
| YTD | -52.8% | -56.2% | +3.4% | -52.2% |
| 1Y | -58.4% | -74.9% | +16.5% | -57.4% |
| 3Y | -16.5% | -92.1% | +75.6% | -13.3% |
| 5Y | -1.2% | -97.6% | +96.4% | +5.5% |
| All | +16.9% | -95.5% | +112.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LCID 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling