-99.9%
BIYA vs LH
+61.1%
-161.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +10.0% | +2.5% | +7.5% | +9.3% |
| 30D | -17.7% | +18.7% | -36.4% | -21.4% |
| 3M | -55.0% | +15.3% | -70.4% | -56.8% |
| 6M | -85.1% | +45.4% | -130.5% | -86.1% |
| YTD | -96.9% | +49.5% | -146.4% | -97.1% |
| 1Y | -98.5% | +41.4% | -139.9% | -98.6% |
| All | -99.9% | +61.1% | -161.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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