+53.1%
LLY vs BIYA
-98.3%
+151.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.1% | +2.7% | -5.8% | -3.1% |
| 30D | -5.1% | -18.7% | +13.6% | -5.1% |
| 3M | -2.1% | -72.0% | +70.0% | -1.3% |
| 6M | +13.8% | -86.4% | +100.2% | +14.4% |
| YTD | +5.1% | -94.2% | +99.2% | +5.4% |
| 1Y | +53.1% | -98.4% | +151.5% | +63.6% |
| All | +53.1% | -98.3% | +151.4% | +63.6% |
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