-3.1%
BSX vs LPLA
+142.4%
-145.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -4.0% |
| 7D | -8.2% | -3.7% | -4.5% | -7.6% |
| 30D | -15.8% | -6.4% | -9.4% | -14.8% |
| 3M | -10.8% | +20.2% | -31.0% | -13.9% |
| 6M | -38.4% | +12.8% | -51.2% | -40.0% |
| YTD | -54.8% | -2.5% | -52.3% | -55.1% |
| 1Y | -59.0% | +1.9% | -61.0% | -59.8% |
| 3Y | -20.0% | +45.0% | -65.0% | -27.7% |
| 5Y | -3.1% | +146.6% | -149.7% | -30.0% |
| All | -3.1% | +142.4% | -145.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 5y: compounded portfolio wealth divided by compounded LPLA 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…
5y analysis · Full analysis span regression · 6 months rolling