-99.9%
BIYA vs LTH
+54.4%
-154.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.4% |
| 7D | -7.8% | +7.0% | -14.8% | -8.1% |
| 30D | -38.5% | +15.4% | -54.0% | -39.0% |
| 3M | -59.5% | +7.0% | -66.6% | -59.8% |
| 6M | -89.2% | +46.9% | -136.0% | -88.5% |
| YTD | -97.1% | +76.4% | -173.5% | -96.9% |
| 1Y | -99.0% | +83.7% | -182.7% | -99.0% |
| All | -99.9% | +54.4% | -154.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling