+81.8%
LSCC vs BBIO
+40.9%
+40.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.4% |
| 7D | +0.4% | -3.9% | +4.3% | +1.1% |
| 30D | -9.5% | -13.4% | +3.9% | -7.4% |
| 3M | -13.8% | +7.6% | -21.3% | -14.9% |
| 6M | +24.5% | -2.4% | +26.9% | +24.7% |
| YTD | +55.1% | -5.2% | +60.3% | +55.4% |
| 1Y | +72.5% | +36.9% | +35.6% | +62.7% |
| 3Y | +24.5% | +155.2% | -130.7% | +4.4% |
| 5Y | +81.8% | +44.0% | +37.8% | +16.7% |
| All | +81.8% | +40.9% | +40.9% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling