-19.0%
BSX vs LII
-8.7%
-10.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.3% | -4.1% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | +2.8% | -4.6% | +7.4% | +3.3% |
| 3M | -13.3% | -21.2% | +7.9% | -12.0% |
| 6M | -23.7% | -36.4% | +12.8% | -21.9% |
| YTD | -55.2% | -28.9% | -26.2% | -54.7% |
| 1Y | -56.8% | -29.5% | -27.3% | -56.4% |
| 3Y | -19.0% | -8.6% | -10.5% | -20.3% |
| All | -19.0% | -8.7% | -10.3% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling