-99.9%
BIYA vs LPLA
-7.5%
-92.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.6% |
| 7D | +2.5% | -3.2% | +5.7% | +4.4% |
| 30D | -22.3% | -8.6% | -13.7% | -19.0% |
| 3M | -54.8% | -18.7% | -36.1% | -49.5% |
| 6M | -86.5% | +4.5% | -91.0% | -88.0% |
| YTD | -96.8% | -15.3% | -81.5% | -96.7% |
| 1Y | -98.6% | -19.9% | -78.7% | -98.5% |
| All | -99.9% | -7.5% | -92.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling