+65.9%
LSCC vs BIYA
-98.8%
+164.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -2.2% |
| 7D | +5.0% | -4.1% | +9.1% | +4.9% |
| 30D | -11.7% | -35.5% | +23.8% | -12.4% |
| 3M | -13.3% | -56.3% | +43.0% | -14.2% |
| 6M | -12.5% | -88.7% | +76.1% | -13.8% |
| YTD | +51.2% | -97.0% | +148.1% | +49.5% |
| 1Y | +65.9% | -98.7% | +164.6% | +65.3% |
| All | +65.9% | -98.8% | +164.7% | +65.3% |
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