+81.0%
BSX vs LNT
+148.3%
-67.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -10.1% | -1.0% | -9.0% | -9.7% |
| 30D | -16.4% | -4.2% | -12.2% | -14.9% |
| 3M | -8.9% | -6.7% | -2.2% | -6.2% |
| 6M | -38.3% | -3.6% | -34.7% | -37.5% |
| YTD | -54.9% | +5.9% | -60.8% | -56.3% |
| 1Y | -58.8% | +7.3% | -66.1% | -60.3% |
| 3Y | -21.2% | +46.5% | -67.7% | -35.0% |
| 5Y | -3.3% | +32.5% | -35.8% | -17.6% |
| All | +81.0% | +148.3% | -67.4% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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