+1,236.1%
LSCC vs BIIB
-14.6%
+1,250.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.3% | +6.7% |
| 7D | +13.0% | -2.1% | +15.0% | +13.6% |
| 30D | -19.8% | +11.8% | -31.6% | -22.0% |
| 3M | -18.4% | +20.4% | -38.8% | -22.1% |
| 6M | -16.1% | +30.2% | -46.4% | -22.1% |
| YTD | +42.7% | +41.1% | +1.6% | +29.4% |
| 1Y | +68.0% | +58.4% | +9.6% | +48.1% |
| 3Y | +85.8% | -0.1% | +86.0% | +79.0% |
| 5Y | +28.0% | -10.9% | +38.9% | +24.0% |
| All | +1,236.1% | -14.6% | +1,250.7% | +1,101.1% |
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