+1,490.3%
LSCC vs BIIB
-20.9%
+1,511.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.3% |
| 7D | +14.5% | -0.4% | +14.9% | +14.7% |
| 30D | -0.1% | +10.5% | -10.5% | -2.5% |
| 3M | -2.7% | +24.3% | -26.9% | -7.8% |
| 6M | -4.8% | +28.0% | -32.8% | -11.2% |
| YTD | +66.9% | +44.0% | +22.9% | +50.6% |
| 1Y | +85.8% | +58.8% | +27.0% | +63.7% |
| 3Y | +115.6% | +12.7% | +102.8% | +102.5% |
| 5Y | +48.8% | -4.9% | +53.8% | +42.6% |
| 10Y | +1,490.3% | -20.6% | +1,510.9% | +1,286.8% |
| All | +1,490.3% | -20.9% | +1,511.2% | +1,286.8% |
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