+108.2%
BSX vs LII
+2,783.5%
-2,675.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | +2.8% | +0.4% | +2.3% | +2.7% |
| 30D | +4.6% | -2.4% | +7.0% | +5.3% |
| 3M | -11.4% | -17.5% | +6.1% | -7.0% |
| 6M | -17.1% | -32.8% | +15.7% | -9.5% |
| YTD | -53.1% | -27.7% | -25.4% | -50.5% |
| 1Y | -55.7% | -28.1% | -27.6% | -53.2% |
| 3Y | -13.3% | -9.7% | -3.6% | -16.4% |
| 5Y | +5.3% | +19.5% | -14.2% | -8.0% |
| 10Y | +104.3% | +170.6% | -66.3% | +41.2% |
| All | +108.2% | +2,783.5% | -2,675.3% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling