-31.0%
LDOS vs BIDU
-38.7%
+7.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.6% | -4.6% | +2.9% | -1.5% |
| 30D | +8.2% | -4.5% | +12.8% | +8.4% |
| 3M | -8.2% | -25.4% | +17.2% | -7.4% |
| 6M | +5.8% | -48.1% | +53.9% | +8.0% |
| YTD | -27.0% | -40.2% | +13.2% | -26.5% |
| 1Y | -31.0% | -35.2% | +4.3% | -30.6% |
| All | -31.0% | -38.7% | +7.7% | -30.6% |
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