-34.4%
BIDU vs LH
+56.3%
-90.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.8% |
| 7D | -5.2% | -7.4% | +2.2% | -4.0% |
| 30D | -14.5% | -4.6% | -9.9% | -13.8% |
| 3M | -22.9% | +14.5% | -37.4% | -24.8% |
| 6M | -27.8% | +14.8% | -42.6% | -29.7% |
| YTD | -30.7% | +23.3% | -53.9% | -33.5% |
| 1Y | -15.8% | +13.6% | -29.4% | -18.1% |
| All | -34.4% | +56.3% | -90.8% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling