-99.9%
BIYA vs LTH
+53.2%
-153.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +9.0% | -1.3% | +10.3% | +9.1% |
| 30D | -12.9% | +15.7% | -28.6% | -13.7% |
| 3M | -54.7% | +5.0% | -59.7% | -54.9% |
| 6M | -85.1% | +37.7% | -122.7% | -84.2% |
| YTD | -96.9% | +75.0% | -171.9% | -96.7% |
| 1Y | -98.5% | +82.6% | -181.2% | -98.4% |
| All | -99.9% | +53.2% | -153.1% | -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