+73.1%
LSCC vs BIYA
-99.9%
+173.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +7.1% |
| 7D | +13.0% | -10.5% | +23.4% | +12.9% |
| 30D | -19.8% | -51.7% | +31.9% | -20.2% |
| 3M | -18.4% | -60.8% | +42.4% | -18.7% |
| 6M | -16.1% | -90.6% | +74.5% | -16.6% |
| YTD | +42.7% | -97.1% | +139.9% | +44.4% |
| 1Y | +68.0% | -99.1% | +167.1% | +76.1% |
| All | +73.1% | -99.9% | +173.0% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling