-33.4%
BIDU vs LTH
+155.4%
-188.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.4% | -4.0% | +1.6% | -1.8% |
| 30D | -16.0% | -1.7% | -14.3% | -15.8% |
| 3M | -24.0% | +28.0% | -52.0% | -27.3% |
| 6M | -24.9% | +54.1% | -78.9% | -30.4% |
| YTD | -29.6% | +57.1% | -86.6% | -35.0% |
| 1Y | -15.2% | +45.8% | -60.9% | -21.1% |
| All | -33.4% | +155.4% | -188.7% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling