-99.9%
BIYA vs LPLA
-10.2%
-89.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +9.0% | -0.9% | +9.9% | +9.5% |
| 30D | -12.9% | -9.5% | -3.5% | -9.1% |
| 3M | -54.7% | -21.9% | -32.8% | -48.0% |
| 6M | -85.1% | -2.6% | -82.4% | -86.1% |
| YTD | -96.9% | -17.8% | -79.1% | -96.7% |
| 1Y | -98.5% | -21.2% | -77.3% | -98.4% |
| All | -99.9% | -10.2% | -89.7% | -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 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