-37.5%
LBRT vs BIIB
-0.5%
-37.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.0% |
| 7D | -29.1% | -2.1% | -27.1% | -28.8% |
| 30D | -38.4% | +11.8% | -50.2% | -39.7% |
| 3M | -40.1% | +20.4% | -60.4% | -42.5% |
| 6M | -62.9% | +30.2% | -93.1% | -65.5% |
| YTD | -34.5% | +41.1% | -75.6% | -41.0% |
| 1Y | -30.2% | +58.4% | -88.7% | -39.7% |
| 3Y | -37.5% | -0.1% | -37.4% | -47.5% |
| All | -37.5% | -0.5% | -37.0% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling