-2.8%
BSX vs LHX
+16.3%
-19.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | 0.0% |
| 7D | -10.1% | -4.3% | -5.8% | -9.2% |
| 30D | -16.4% | -15.1% | -1.3% | -13.4% |
| 3M | -8.9% | -21.0% | +12.1% | -4.3% |
| 6M | -38.3% | -32.0% | -6.3% | -33.2% |
| YTD | -54.9% | -15.3% | -39.6% | -53.2% |
| 1Y | -58.8% | -11.1% | -47.8% | -57.7% |
| 3Y | -21.2% | +54.0% | -75.2% | -28.2% |
| All | -2.8% | +16.3% | -19.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 5y: compounded portfolio wealth divided by compounded LHX 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…
5y analysis · Full analysis span regression · 6 months rolling