+11.7%
BSX vs LCID
-95.9%
+107.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.3% |
| 7D | -10.1% | -9.8% | -0.3% | -9.9% |
| 30D | -16.4% | -35.5% | +19.1% | -15.6% |
| 3M | -8.9% | -18.4% | +9.5% | -8.7% |
| 6M | -38.3% | -60.5% | +22.2% | -37.2% |
| YTD | -54.9% | -60.1% | +5.2% | -54.2% |
| 1Y | -58.8% | -78.8% | +20.0% | -57.6% |
| 3Y | -21.2% | -92.8% | +71.5% | -18.0% |
| 5Y | -3.3% | -97.9% | +94.6% | +3.4% |
| All | +11.7% | -95.9% | +107.6% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling