+0.3%
LVS vs BIYA
-99.9%
+100.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.8% | +9.0% | -9.8% | -0.9% |
| 30D | +10.0% | -12.9% | +22.9% | +10.1% |
| 3M | -11.0% | -54.7% | +43.6% | -10.6% |
| 6M | -20.1% | -85.1% | +64.9% | -20.4% |
| YTD | -36.3% | -96.9% | +60.5% | -36.0% |
| 1Y | -36.8% | -98.5% | +61.7% | -35.7% |
| All | +0.3% | -99.9% | +100.2% | +4.8% |
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