+296.4%
LRCX vs BIYA
-99.8%
+396.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | 0.0% |
| 7D | -3.1% | -1.8% | -1.3% | -3.1% |
| 30D | -8.6% | -17.5% | +8.9% | -8.7% |
| 3M | -17.7% | -78.0% | +60.3% | -18.1% |
| 6M | +36.4% | -89.5% | +125.8% | +37.2% |
| YTD | +74.5% | -94.3% | +168.8% | +76.7% |
| 1Y | +159.4% | -98.6% | +258.0% | +168.9% |
| All | +296.4% | -99.8% | +396.1% | +309.6% |
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 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