-98.2%
BIYA vs LPLA
-16.5%
-81.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.9% | -5.7% |
| 7D | -4.0% | +15.7% | -19.7% | -11.6% |
| 30D | -15.0% | -6.2% | -8.8% | -13.1% |
| 3M | -58.1% | -12.0% | -46.1% | -55.2% |
| 6M | -90.0% | -2.7% | -87.3% | -90.9% |
| YTD | -96.9% | -12.5% | -84.4% | -96.8% |
| 1Y | -98.2% | -16.5% | -81.7% | -98.1% |
| All | -98.2% | -16.5% | -81.7% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1y: compounded portfolio wealth divided by compounded LPLA 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…
1y analysis · Full analysis span regression · 6 months rolling