+11.8%
LNT vs BIYA
-99.8%
+111.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -1.1% | -1.3% | +0.2% | -1.1% |
| 30D | -1.9% | -15.9% | +14.0% | -2.0% |
| 3M | -7.2% | -81.2% | +74.1% | -6.8% |
| 6M | -3.9% | -88.2% | +84.3% | -3.4% |
| YTD | +5.9% | -94.1% | +100.0% | +6.6% |
| 1Y | +8.4% | -98.7% | +107.0% | +9.5% |
| All | +11.8% | -99.8% | +111.5% | +12.8% |
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