+102.4%
LSCC vs BIYA
-99.9%
+202.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.4% | +7.0% | +10.4% |
| 7D | +14.5% | +2.5% | +11.9% | +14.5% |
| 30D | -0.1% | -22.3% | +22.2% | -0.2% |
| 3M | -2.7% | -54.8% | +52.2% | -2.9% |
| 6M | -4.8% | -86.5% | +81.7% | -5.3% |
| YTD | +66.9% | -96.8% | +163.7% | +68.8% |
| 1Y | +85.8% | -98.6% | +184.5% | +93.0% |
| All | +102.4% | -99.9% | +202.2% | +117.6% |
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