+91.3%
BSX vs LII
+169.7%
-78.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | -6.4% | +2.1% | -8.5% | -7.0% |
| 30D | -8.8% | -12.4% | +3.6% | -5.6% |
| 3M | -7.6% | -24.8% | +17.2% | -1.8% |
| 6M | -37.0% | -25.2% | -11.8% | -33.4% |
| YTD | -52.8% | -20.3% | -32.6% | -51.5% |
| 1Y | -58.4% | -32.9% | -25.5% | -55.1% |
| 3Y | -16.5% | +2.0% | -18.5% | -25.8% |
| 5Y | -1.2% | +24.4% | -25.6% | -21.0% |
| All | +91.3% | +169.7% | -78.4% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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