+6,768.1%
LSCC vs BIIB
+7,261.0%
-492.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | -9.7% | +6.9% | -16.5% | -11.0% |
| 3M | -23.7% | +12.4% | -36.1% | -26.0% |
| 6M | +26.5% | +16.3% | +10.2% | +21.5% |
| YTD | +57.5% | +25.5% | +32.0% | +48.7% |
| 1Y | +75.7% | +57.8% | +17.9% | +57.9% |
| 3Y | +19.5% | -17.3% | +36.8% | +21.9% |
| 5Y | +83.8% | -33.8% | +117.6% | +93.8% |
| 10Y | +1,772.4% | -29.6% | +1,802.0% | +1,679.7% |
| All | +6,768.1% | +7,261.0% | -492.9% | +2,884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling