+112.6%
BSX vs LII
+166.1%
-53.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +2.1% | -0.6% | +2.6% | +2.3% |
| 3M | -14.0% | -17.0% | +2.9% | -9.8% |
| 6M | -18.3% | -31.1% | +12.8% | -11.3% |
| YTD | -53.6% | -27.7% | -26.0% | -51.1% |
| 1Y | -57.6% | -26.2% | -31.4% | -55.6% |
| 3Y | -14.3% | -9.6% | -4.6% | -20.9% |
| 5Y | +5.1% | +15.7% | -10.6% | -14.6% |
| All | +112.6% | +166.1% | -53.5% | +27.1% |
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