-41.2%
BIDU vs LTH
+152.0%
-193.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -2.4% | -4.0% | +1.6% | -1.4% |
| 30D | -16.0% | -1.7% | -14.3% | -15.7% |
| 3M | -24.0% | +28.0% | -52.0% | -29.4% |
| 6M | -24.9% | +54.1% | -78.9% | -33.9% |
| YTD | -29.6% | +57.1% | -86.6% | -38.7% |
| 1Y | -15.2% | +45.8% | -60.9% | -24.8% |
| 3Y | -32.2% | +157.6% | -189.7% | -51.5% |
| All | -41.2% | +152.0% | -193.2% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling