+23.0%
LNT vs BIYA
-99.9%
+122.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +9.0% | -8.0% | +1.1% |
| 30D | +9.6% | -12.9% | +22.5% | +9.6% |
| 3M | +5.4% | -54.7% | +60.1% | +5.3% |
| 6M | +3.1% | -85.1% | +88.2% | +3.4% |
| YTD | +16.5% | -96.9% | +113.4% | +17.2% |
| 1Y | +12.3% | -98.5% | +110.8% | +13.1% |
| All | +23.0% | -99.9% | +122.8% | +24.0% |
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 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