-24.8%
LEN vs BIYA
-99.9%
+75.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | +9.0% | -14.8% | -5.7% |
| 30D | +13.7% | -12.9% | +26.7% | +13.7% |
| 3M | -3.9% | -54.7% | +50.8% | -4.1% |
| 6M | -0.4% | -85.1% | +84.7% | -0.1% |
| YTD | -16.8% | -96.9% | +80.0% | -16.7% |
| 1Y | -29.5% | -98.5% | +69.0% | -29.3% |
| All | -24.8% | -99.9% | +75.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling