+45.2%
LDOS vs BIDU
-40.6%
+85.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | +0.4% |
| 7D | -5.4% | +2.4% | -7.8% | -5.5% |
| 30D | +4.9% | -10.5% | +15.4% | +5.3% |
| 3M | +7.2% | -26.2% | +33.4% | +8.3% |
| 6M | -24.2% | -16.4% | -7.9% | -24.0% |
| YTD | -25.8% | -23.9% | -1.9% | -25.3% |
| 1Y | -24.7% | +1.3% | -26.0% | -25.1% |
| 3Y | +39.3% | -32.1% | +71.4% | +39.6% |
| All | +45.2% | -40.6% | +85.9% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling