+898.5%
BSX vs LSCC
+3,932.8%
-3,034.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.1% | -11.4% | -5.2% |
| 7D | +1.8% | +13.0% | -11.1% | 0.0% |
| 30D | +2.8% | -19.8% | +22.6% | +5.3% |
| 3M | -13.3% | -18.4% | +5.1% | -11.8% |
| 6M | -23.7% | -16.1% | -7.5% | -23.5% |
| YTD | -55.2% | +42.7% | -97.9% | -58.6% |
| 1Y | -56.8% | +68.0% | -124.8% | -61.1% |
| 3Y | -19.0% | +85.8% | -104.9% | -30.9% |
| 5Y | -0.9% | +28.0% | -29.0% | -14.1% |
| 10Y | +98.3% | +1,255.1% | -1,156.8% | +19.3% |
| All | +898.5% | +3,932.8% | -3,034.2% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling