+104.8%
LSCC vs BIIB
+13.5%
+91.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.6% | -5.8% |
| 7D | +7.0% | +2.0% | +4.9% | +6.3% |
| 30D | -2.3% | +8.8% | -11.1% | -5.3% |
| 3M | -12.5% | +20.3% | -32.8% | -18.4% |
| 6M | -10.6% | +23.9% | -34.5% | -18.6% |
| YTD | +52.7% | +44.0% | +8.7% | +27.5% |
| 1Y | +74.0% | +53.8% | +20.1% | +40.1% |
| 3Y | +104.8% | +13.8% | +91.0% | +57.3% |
| All | +104.8% | +13.5% | +91.3% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling