-30.0%
LDOS vs BIDU
-40.1%
+10.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +1.9% | +3.6% | -1.7% | +1.7% |
| 30D | +12.8% | -6.6% | +19.4% | +13.1% |
| 3M | -1.0% | -27.2% | +26.2% | 0.0% |
| 6M | +6.2% | -43.5% | +49.7% | +8.2% |
| YTD | -23.2% | -39.0% | +15.8% | -22.7% |
| All | -30.0% | -40.1% | +10.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling