+33.5%
LBRT vs BIIB
-34.7%
+68.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +8.7% | +1.1% | +7.7% | +8.5% |
| 30D | +6.6% | +6.9% | -0.3% | +5.5% |
| 3M | -34.5% | +12.4% | -46.9% | -35.9% |
| 6M | -24.5% | +16.3% | -40.8% | -26.7% |
| YTD | +12.7% | +25.5% | -12.8% | +8.1% |
| 1Y | +94.8% | +57.8% | +37.0% | +80.0% |
| 3Y | +31.9% | -17.3% | +49.2% | +31.2% |
| 5Y | +111.8% | -33.8% | +145.6% | +112.8% |
| All | +33.5% | -34.7% | +68.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded BIIB 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling