+144.2%
LNT vs BIIB
-26.2%
+170.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.0% | -1.7% | +0.6% | -0.9% |
| 30D | -4.2% | +4.0% | -8.2% | -4.6% |
| 3M | -6.7% | +8.6% | -15.3% | -7.4% |
| 6M | -3.6% | +14.0% | -17.6% | -4.8% |
| YTD | +5.9% | +23.4% | -17.5% | +3.7% |
| 1Y | +7.3% | +45.9% | -38.6% | +3.5% |
| 3Y | +46.5% | -16.1% | +62.6% | +46.9% |
| 5Y | +32.5% | -27.6% | +60.0% | +33.2% |
| All | +144.2% | -26.2% | +170.4% | +142.1% |
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