-97.0%
LCID vs BIIB
-8.1%
-88.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -9.6% |
| 7D | -10.2% | +2.0% | -12.2% | -10.8% |
| 30D | -10.2% | +8.8% | -19.0% | -12.5% |
| 3M | -54.1% | +20.3% | -74.4% | -56.9% |
| 6M | -53.8% | +23.9% | -77.6% | -56.7% |
| YTD | -72.0% | +44.0% | -116.0% | -75.2% |
| 1Y | -80.5% | +53.8% | -134.3% | -83.0% |
| 3Y | -92.6% | +13.8% | -106.4% | -93.0% |
| 5Y | -99.3% | -6.3% | -93.0% | -99.3% |
| All | -97.0% | -8.1% | -88.9% | -97.1% |
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