-17.4%
BSX vs LSCC
+99.6%
-117.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.5% |
| 7D | +3.7% | +7.0% | -3.3% | +3.4% |
| 30D | +3.1% | -2.3% | +5.4% | +3.1% |
| 3M | -14.2% | -12.5% | -1.7% | -13.9% |
| 6M | -16.4% | -10.6% | -5.8% | -16.8% |
| YTD | -53.5% | +52.7% | -106.2% | -55.9% |
| 1Y | -57.8% | +74.0% | -131.7% | -60.5% |
| 3Y | -17.4% | +104.8% | -122.2% | -23.8% |
| All | -17.4% | +99.6% | -117.1% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling