-27.9%
LEN vs BIYA
-99.8%
+71.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -3.4% | +2.7% | -6.1% | -3.4% |
| 30D | -5.7% | -16.7% | +11.0% | -5.7% |
| 3M | -12.2% | -74.6% | +62.4% | -12.1% |
| 6M | -18.3% | -85.4% | +67.1% | -17.8% |
| YTD | -20.2% | -94.2% | +74.0% | -20.0% |
| 1Y | -40.1% | -98.6% | +58.5% | -39.5% |
| All | -27.9% | -99.8% | +71.9% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling