-1.0%
LDOS vs BIDU
-39.3%
+38.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.3% |
| 7D | -7.2% | +7.2% | -14.4% | -7.2% |
| 30D | +16.8% | -4.0% | +20.9% | +16.9% |
| 3M | -1.6% | -25.1% | +23.5% | -2.1% |
| 6M | -1.0% | -41.8% | +40.8% | -4.2% |
| All | -1.0% | -39.3% | +38.3% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling