+55.7%
LLY vs BIYA
-98.3%
+154.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.9% |
| 7D | -2.1% | +1.3% | -3.5% | -2.1% |
| 30D | -1.6% | -21.0% | +19.4% | -1.6% |
| 3M | +2.3% | -74.3% | +76.6% | +3.0% |
| 6M | +14.9% | -84.6% | +99.5% | +15.5% |
| YTD | +7.5% | -94.2% | +101.6% | +7.8% |
| 1Y | +55.7% | -98.2% | +153.9% | +62.9% |
| All | +55.7% | -98.3% | +154.0% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling