-99.9%
BIYA vs LPLA
-10.3%
-89.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.9% |
| 7D | +10.0% | -2.8% | +12.8% | +11.6% |
| 30D | -17.7% | -10.2% | -7.5% | -13.6% |
| 3M | -55.0% | -22.3% | -32.7% | -48.2% |
| 6M | -85.1% | -0.5% | -84.7% | -86.4% |
| YTD | -96.9% | -17.9% | -79.0% | -96.7% |
| 1Y | -98.5% | -22.0% | -76.4% | -98.4% |
| All | -99.9% | -10.3% | -89.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling