+651.0%
BIDU vs LH
+687.5%
-36.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -2.4% | -3.2% | +0.7% | -1.0% |
| 30D | -16.0% | +0.1% | -16.1% | -16.0% |
| 3M | -24.0% | +18.6% | -42.6% | -30.1% |
| 6M | -24.9% | +17.9% | -42.8% | -30.9% |
| YTD | -29.6% | +28.9% | -58.5% | -38.2% |
| 1Y | -15.2% | +16.6% | -31.8% | -22.5% |
| 3Y | -32.2% | +63.6% | -95.7% | -48.7% |
| 5Y | -43.8% | +30.0% | -73.8% | -53.1% |
| 10Y | -49.5% | +191.9% | -241.4% | -75.6% |
| All | +651.0% | +687.5% | -36.5% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling