+1,402.3%
LITE vs BIIB
-14.6%
+1,416.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.3% |
| 7D | -35.9% | -2.1% | -33.9% | -35.6% |
| 30D | -51.5% | +11.8% | -63.3% | -52.6% |
| 3M | -35.7% | +20.4% | -56.1% | -38.2% |
| 6M | -43.0% | +30.2% | -73.2% | -46.5% |
| YTD | +46.1% | +41.1% | +5.0% | +34.7% |
| 1Y | +124.7% | +58.4% | +66.3% | +102.4% |
| 3Y | +1,172.1% | -0.1% | +1,172.2% | +1,138.0% |
| 5Y | +477.0% | -10.9% | +487.9% | +463.2% |
| All | +1,402.3% | -14.6% | +1,416.9% | +1,232.9% |
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