-90.1%
LCID vs BIIB
+12.4%
-102.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.4% | +5.1% |
| 7D | +24.8% | +1.7% | +23.1% | +24.2% |
| 30D | -0.5% | +12.2% | -12.7% | -6.8% |
| 3M | -43.0% | +22.3% | -65.2% | -49.4% |
| 6M | -40.5% | +30.9% | -71.4% | -48.7% |
| YTD | -64.3% | +43.9% | -108.2% | -71.0% |
| 1Y | -78.1% | +62.1% | -140.1% | -83.1% |
| 3Y | -90.1% | +12.7% | -102.7% | -88.4% |
| All | -90.1% | +12.4% | -102.4% | -88.4% |
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 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