-96.3%
LCID vs BIIB
-8.1%
-88.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +8.9% | -0.4% | +9.3% | +9.3% |
| 30D | +6.8% | +10.5% | -3.6% | +3.5% |
| 3M | -45.2% | +24.3% | -69.5% | -49.1% |
| 6M | -39.1% | +28.0% | -67.1% | -43.6% |
| YTD | -65.3% | +44.0% | -109.3% | -69.2% |
| 1Y | -78.4% | +58.8% | -137.2% | -81.4% |
| 3Y | -90.3% | +12.7% | -103.1% | -90.8% |
| 5Y | -99.2% | -4.9% | -94.2% | -99.2% |
| All | -96.3% | -8.1% | -88.2% | -96.4% |
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