+69.6%
LSCC vs BBIO
+26.8%
+42.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -4.0% | 0.0% |
| 7D | +3.0% | +10.0% | -7.0% | +0.3% |
| 30D | -19.3% | +17.8% | -37.0% | -22.9% |
| 3M | -22.3% | -5.1% | -17.2% | -21.1% |
| 6M | -14.6% | +12.9% | -27.5% | -17.8% |
| YTD | +45.8% | +1.8% | +43.9% | +42.3% |
| 1Y | +69.6% | +26.9% | +42.7% | +55.2% |
| All | +69.6% | +26.8% | +42.8% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 1y: compounded portfolio wealth divided by compounded BBIO 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…
1y analysis · Full analysis span regression · 6 months rolling