-41.6%
BIDU vs LTH
+150.5%
-192.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -8.1% | -4.0% | -4.1% | -7.1% |
| 30D | -12.8% | -5.3% | -7.5% | -11.6% |
| 3M | -21.3% | +19.0% | -40.3% | -25.3% |
| 6M | -27.0% | +55.8% | -82.7% | -36.0% |
| YTD | -30.0% | +56.1% | -86.2% | -39.0% |
| 1Y | -18.3% | +41.3% | -59.5% | -26.9% |
| 3Y | -33.8% | +156.6% | -190.5% | -52.7% |
| All | -41.6% | +150.5% | -192.1% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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