-50.4%
BIDU vs LH
+183.3%
-233.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -8.1% | -4.7% | -3.4% | -6.6% |
| 30D | -12.8% | -3.5% | -9.3% | -11.8% |
| 3M | -21.3% | +17.7% | -39.0% | -25.7% |
| 6M | -27.0% | +15.8% | -42.7% | -30.8% |
| YTD | -30.0% | +25.1% | -55.1% | -35.7% |
| 1Y | -18.3% | +12.5% | -30.8% | -22.4% |
| 3Y | -33.8% | +59.8% | -93.6% | -45.6% |
| 5Y | -44.3% | +27.1% | -71.4% | -51.0% |
| All | -50.4% | +183.3% | -233.6% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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