+135.2%
LTH vs BIIB
-26.2%
+161.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -4.0% | -5.4% | +1.4% | -2.5% |
| 30D | -1.7% | +1.7% | -3.4% | -2.2% |
| 3M | +28.0% | +5.8% | +22.1% | +25.3% |
| 6M | +54.1% | +11.9% | +42.1% | +47.8% |
| YTD | +57.1% | +19.7% | +37.3% | +47.3% |
| 1Y | +45.8% | +46.7% | -1.0% | +28.2% |
| 3Y | +157.6% | -18.6% | +176.2% | +170.0% |
| All | +135.2% | -26.2% | +161.4% | +142.0% |
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