+853.8%
LH vs BIIB
+8,346.7%
-7,492.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +1.1% | +2.0% | -1.0% | +0.8% |
| 30D | +16.7% | +8.8% | +7.9% | +15.7% |
| 3M | +15.1% | +20.3% | -5.2% | +12.7% |
| 6M | +46.3% | +23.9% | +22.4% | +42.7% |
| YTD | +48.8% | +44.0% | +4.8% | +42.4% |
| 1Y | +39.7% | +53.8% | -14.1% | +32.7% |
| 3Y | +87.0% | +13.8% | +73.2% | +82.4% |
| 5Y | +53.0% | -6.3% | +59.3% | +50.7% |
| 10Y | +264.3% | -20.6% | +285.0% | +250.9% |
| All | +853.8% | +8,346.7% | -7,492.8% | +516.1% |
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 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