-21.0%
BSX vs LMT
+36.0%
-57.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.3% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | -15.8% | -10.8% | -5.0% | -14.2% |
| 3M | -10.8% | +1.6% | -12.4% | -11.3% |
| 6M | -38.4% | -17.6% | -20.8% | -37.0% |
| YTD | -54.8% | +11.6% | -66.4% | -55.1% |
| 1Y | -59.0% | +17.2% | -76.3% | -59.6% |
| All | -21.0% | +36.0% | -57.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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