+122.6%
BSX vs LII
+3,124.4%
-3,001.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.5% |
| 7D | +2.0% | -0.7% | +2.8% | +2.2% |
| 30D | +0.1% | -12.6% | +12.7% | +3.5% |
| 3M | -2.1% | -24.4% | +22.3% | +3.8% |
| 6M | -33.8% | -28.7% | -5.1% | -29.2% |
| YTD | -49.9% | -19.1% | -30.7% | -48.5% |
| 1Y | -55.4% | -29.7% | -25.7% | -52.7% |
| 3Y | -10.9% | +4.8% | -15.6% | -17.5% |
| 5Y | +6.4% | +24.6% | -18.1% | -8.0% |
| 10Y | +97.0% | +169.2% | -72.2% | +36.3% |
| All | +122.6% | +3,124.4% | -3,001.7% | -8.2% |
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