-44.0%
BIDU vs LH
+27.0%
-71.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.8% |
| 6M | -27.0% | +15.8% | -42.7% | -30.9% |
| YTD | -30.0% | +25.1% | -55.1% | -35.9% |
| 1Y | -18.3% | +12.5% | -30.8% | -22.4% |
| 3Y | -33.8% | +59.8% | -93.6% | -47.5% |
| All | -44.0% | +27.0% | -71.0% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling