-37.8%
LII vs BIYA
-99.9%
+62.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.5% |
| 7D | +0.4% | -4.1% | +4.5% | +0.4% |
| 30D | -2.4% | -35.5% | +33.1% | -2.2% |
| 3M | -17.5% | -56.3% | +38.8% | -17.1% |
| 6M | -32.8% | -88.7% | +55.8% | -32.7% |
| YTD | -27.7% | -97.0% | +69.3% | -26.5% |
| 1Y | -28.1% | -98.7% | +70.6% | -26.1% |
| All | -37.8% | -99.9% | +62.1% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling