-36.5%
BIDU vs LTH
+160.9%
-197.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.7% | +4.0% |
| 7D | +2.4% | -0.6% | +3.1% | +2.6% |
| 30D | -10.5% | -4.6% | -5.9% | -9.5% |
| 3M | -26.2% | +32.8% | -59.0% | -32.2% |
| 6M | -16.4% | +64.6% | -81.0% | -27.9% |
| YTD | -23.9% | +62.6% | -86.5% | -34.3% |
| 1Y | +1.3% | +49.9% | -48.7% | -10.9% |
| 3Y | -32.1% | +151.3% | -183.4% | -50.9% |
| All | -36.5% | +160.9% | -197.4% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling