+143.5%
LTH vs BIIB
-22.7%
+166.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.8% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | -4.6% | +6.9% | -11.5% | -6.4% |
| 3M | +32.8% | +12.4% | +20.4% | +27.8% |
| 6M | +64.6% | +16.3% | +48.4% | +56.4% |
| YTD | +62.6% | +25.5% | +37.2% | +50.6% |
| 1Y | +49.9% | +57.8% | -7.9% | +29.2% |
| 3Y | +151.3% | -17.3% | +168.7% | +162.8% |
| All | +143.5% | -22.7% | +166.2% | +147.4% |
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