-99.8%
BIYA vs LPLA
+7.2%
-107.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.6% |
| 3M | -74.6% | +21.4% | -96.0% | -79.1% |
| 6M | -85.4% | +12.1% | -97.5% | -86.9% |
| YTD | -94.2% | -1.8% | -92.3% | -94.3% |
| 1Y | -98.6% | +3.2% | -101.8% | -98.7% |
| All | -99.8% | +7.2% | -107.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling