+2,259.5%
LITE vs BIIB
-28.8%
+2,288.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.3% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +6.7% | +6.9% | -0.2% | +5.1% |
| 3M | -6.8% | +12.4% | -19.2% | -9.8% |
| 6M | +29.4% | +16.3% | +13.2% | +24.0% |
| YTD | +139.1% | +25.5% | +113.6% | +125.6% |
| 1Y | +521.0% | +57.8% | +463.2% | +458.9% |
| 3Y | +1,535.3% | -17.3% | +1,552.6% | +1,554.3% |
| 5Y | +889.8% | -33.8% | +923.6% | +923.2% |
| All | +2,259.5% | -28.8% | +2,288.2% | +2,129.1% |
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 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