+38.7%
LBRT vs BIIB
-37.1%
+75.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.8% | +7.7% | +4.5% |
| 7D | +6.9% | -1.6% | +8.6% | +7.1% |
| 30D | +7.8% | +2.2% | +5.6% | +7.3% |
| 3M | -25.3% | +10.3% | -35.6% | -26.7% |
| 6M | -19.6% | +14.9% | -34.5% | -21.8% |
| YTD | +17.2% | +20.7% | -3.6% | +12.9% |
| 1Y | +114.1% | +50.3% | +63.7% | +99.1% |
| 3Y | +27.0% | -18.0% | +45.0% | +26.5% |
| 5Y | +128.3% | -33.9% | +162.2% | +129.7% |
| All | +38.7% | -37.1% | +75.9% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling