-95.3%
LCID vs BIIB
-19.9%
-75.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.3% |
| 7D | -6.6% | +1.1% | -7.7% | -6.9% |
| 30D | -30.1% | +6.9% | -37.0% | -31.8% |
| 3M | -17.6% | +12.4% | -30.0% | -20.2% |
| 6M | -54.4% | +16.3% | -70.7% | -56.5% |
| YTD | -55.7% | +25.5% | -81.2% | -58.8% |
| 1Y | -71.0% | +57.8% | -128.8% | -74.9% |
| 3Y | -92.6% | -17.3% | -75.3% | -92.3% |
| 5Y | -97.6% | -33.8% | -63.8% | -97.5% |
| All | -95.3% | -19.9% | -75.4% | -95.2% |
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