-98.7%
BIYA vs LPLA
+3.5%
-102.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.3% |
| 7D | +2.7% | -1.5% | +4.3% | +4.0% |
| 30D | -16.7% | -6.0% | -10.7% | -12.7% |
| 3M | -74.6% | +21.4% | -96.0% | -79.2% |
| 6M | -85.4% | +12.1% | -97.5% | -87.0% |
| YTD | -94.2% | -1.8% | -92.3% | -94.5% |
| All | -98.7% | +3.5% | -102.2% | -98.8% |
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