-38.8%
LII vs BIYA
-99.9%
+61.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -0.6% | -10.5% | +9.9% | -0.6% |
| 30D | -4.6% | -51.7% | +47.1% | -4.2% |
| 3M | -21.2% | -60.8% | +39.6% | -20.8% |
| 6M | -36.4% | -90.6% | +54.2% | -36.2% |
| YTD | -28.9% | -97.1% | +68.2% | -27.7% |
| 1Y | -29.5% | -99.1% | +69.5% | -27.3% |
| All | -38.8% | -99.9% | +61.1% | -36.4% |
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