+737.4%
LSCC vs BBIO
+144.2%
+593.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.2% | -2.4% | +7.6% | +5.6% |
| 30D | -9.6% | -11.5% | +1.9% | -7.7% |
| 3M | -17.8% | +11.0% | -28.8% | -19.4% |
| 6M | +37.4% | +14.4% | +23.0% | +33.8% |
| YTD | +59.7% | -2.3% | +61.9% | +59.1% |
| 1Y | +76.2% | +37.7% | +38.5% | +65.0% |
| 3Y | +28.2% | +163.1% | -135.0% | +4.5% |
| 5Y | +87.2% | +49.5% | +37.7% | +27.8% |
| All | +737.4% | +144.2% | +593.2% | +368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling