+15.2%
BSX vs LCID
-97.1%
+112.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +0.6% |
| 7D | +3.7% | -10.2% | +13.9% | +4.0% |
| 30D | +3.1% | -10.2% | +13.3% | +3.3% |
| 3M | -14.2% | -54.1% | +39.9% | -12.8% |
| 6M | -16.4% | -53.8% | +37.3% | -15.3% |
| YTD | -53.5% | -72.0% | +18.5% | -52.4% |
| 1Y | -57.8% | -80.5% | +22.8% | -56.4% |
| 3Y | -17.4% | -92.6% | +75.1% | -14.2% |
| 5Y | +5.4% | -99.3% | +104.7% | +12.7% |
| All | +15.2% | -97.1% | +112.3% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling