-79.4%
LCID vs BIIB
+68.6%
-148.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.2% | +9.4% | +9.9% |
| 7D | -1.2% | +4.3% | -5.4% | -4.4% |
| 30D | -19.2% | +13.8% | -33.0% | -27.2% |
| 3M | -56.7% | +22.1% | -78.8% | -63.2% |
| 6M | -49.6% | +35.9% | -85.5% | -59.7% |
| YTD | -68.1% | +44.6% | -112.7% | -77.0% |
| 1Y | -79.4% | +70.4% | -149.8% | -88.8% |
| All | -79.4% | +68.6% | -148.0% | -88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling