+33.5%
LBRT vs BIIB
-34.7%
+68.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.3% |
| 7D | +8.3% | +1.1% | +7.2% | +8.1% |
| 30D | +6.1% | +6.9% | -0.7% | +5.0% |
| 3M | -34.8% | +12.4% | -47.2% | -36.2% |
| 6M | -24.8% | +16.3% | -41.1% | -27.0% |
| YTD | +12.2% | +25.5% | -13.3% | +7.6% |
| 1Y | +94.0% | +57.8% | +36.2% | +79.2% |
| 3Y | +31.3% | -17.3% | +48.6% | +30.6% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling