-99.8%
BIYA vs LTH
+39.8%
-139.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.7% |
| 30D | -18.7% | -3.1% | -15.6% | -18.6% |
| 3M | -72.0% | +28.1% | -100.1% | -70.2% |
| 6M | -86.4% | +67.4% | -153.8% | -85.6% |
| YTD | -94.2% | +59.8% | -153.9% | -93.8% |
| 1Y | -98.4% | +45.6% | -144.0% | -98.3% |
| All | -99.8% | +39.8% | -139.6% | -99.8% |
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