+75.7%
LSCC vs BIYA
-98.3%
+174.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.0% |
| 7D | +1.3% | +1.3% | 0.0% | +1.3% |
| 30D | -9.7% | -21.0% | +11.3% | -10.1% |
| 3M | -23.7% | -74.3% | +50.6% | -24.3% |
| 6M | +26.5% | -84.6% | +111.1% | +28.2% |
| YTD | +57.5% | -94.2% | +151.7% | +57.7% |
| 1Y | +75.7% | -98.2% | +173.9% | +86.7% |
| All | +75.7% | -98.3% | +174.0% | +86.7% |
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