-8.6%
LII vs BIIB
-0.5%
-8.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.4% |
| 7D | -0.6% | -2.1% | +1.5% | -0.1% |
| 30D | -4.6% | +11.8% | -16.4% | -6.9% |
| 3M | -21.2% | +20.4% | -41.6% | -24.4% |
| 6M | -36.4% | +30.2% | -66.7% | -40.7% |
| YTD | -28.9% | +41.1% | -70.0% | -35.4% |
| 1Y | -29.5% | +58.4% | -88.0% | -37.9% |
| 3Y | -8.6% | -0.1% | -8.5% | -17.8% |
| All | -8.6% | -0.5% | -8.1% | -17.8% |
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