+35.5%
LTH vs BIIB
+26.2%
+9.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.0% |
| 7D | -4.6% | +2.7% | -7.3% | -5.0% |
| 30D | +14.8% | +9.4% | +5.4% | +14.0% |
| 3M | +3.9% | +19.9% | -16.0% | +2.6% |
| 6M | +35.5% | +25.6% | +9.9% | +33.6% |
| All | +35.5% | +26.2% | +9.3% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling