+83.7%
BSX vs LSCC
+1,791.9%
-1,708.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.3% | -6.1% |
| 7D | -6.4% | +5.2% | -11.6% | -7.1% |
| 30D | -8.8% | -9.6% | +0.9% | -7.6% |
| 3M | -7.6% | -17.8% | +10.1% | -6.0% |
| 6M | -37.0% | +37.4% | -74.4% | -41.3% |
| YTD | -52.8% | +59.7% | -112.5% | -57.4% |
| 1Y | -58.4% | +76.2% | -134.6% | -63.3% |
| 3Y | -16.5% | +28.2% | -44.7% | -25.7% |
| 5Y | -1.2% | +87.2% | -88.4% | -22.9% |
| 10Y | +83.7% | +1,795.0% | -1,711.3% | -12.8% |
| All | +83.7% | +1,791.9% | -1,708.2% | -12.8% |
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