+101.6%
BSX vs LSCC
+1,398.6%
-1,297.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.4% | -5.5% | +1.8% |
| 7D | -0.7% | +19.3% | -20.0% | -3.3% |
| 30D | +3.0% | -9.6% | +12.7% | +3.9% |
| 3M | -10.7% | -12.4% | +1.7% | -9.9% |
| 6M | -18.4% | -10.5% | -7.9% | -19.0% |
| YTD | -53.8% | +54.8% | -108.6% | -58.6% |
| 1Y | -56.0% | +79.4% | -135.4% | -61.6% |
| 3Y | -14.4% | +109.6% | -124.0% | -31.3% |
| 5Y | +2.9% | +40.4% | -37.5% | -15.6% |
| 10Y | +101.6% | +1,379.1% | -1,277.5% | -4.5% |
| All | +101.6% | +1,398.6% | -1,297.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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