+81.4%
LSCC vs BBIO
+36.5%
+44.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +3.3% | -3.2% | +6.5% | +4.3% |
| 30D | -7.4% | -13.6% | +6.2% | -3.3% |
| 3M | -16.2% | +7.2% | -23.4% | -18.1% |
| 6M | +31.9% | +1.5% | +30.4% | +30.8% |
| YTD | +62.8% | -5.3% | +68.1% | +62.7% |
| 1Y | +81.4% | +37.7% | +43.7% | +59.4% |
| All | +81.4% | +36.5% | +44.9% | +59.4% |
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