+6.8%
LVS vs BIYA
-99.8%
+106.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.5% |
| 7D | -2.7% | +2.7% | -5.5% | -2.7% |
| 30D | -4.7% | -16.7% | +12.0% | -4.5% |
| 3M | -15.6% | -74.6% | +59.1% | -15.7% |
| 6M | -18.6% | -85.4% | +66.7% | -18.9% |
| YTD | -32.3% | -94.2% | +61.9% | -32.1% |
| 1Y | -18.0% | -98.6% | +80.5% | -15.6% |
| All | +6.8% | -99.8% | +106.5% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling