+498.3%
LDOS vs BIDU
+868.4%
-370.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.6% |
| 7D | -7.2% | +7.2% | -14.4% | -8.0% |
| 30D | +16.8% | -4.0% | +20.9% | +17.3% |
| 3M | -1.6% | -25.1% | +23.5% | +1.5% |
| 6M | -1.0% | -41.8% | +40.8% | +4.7% |
| YTD | -25.8% | -37.3% | +11.6% | -22.6% |
| 1Y | -31.1% | -35.6% | +4.5% | -28.5% |
| 3Y | +32.8% | -24.5% | +57.3% | +32.3% |
| 5Y | +49.4% | -48.3% | +97.6% | +49.2% |
| 10Y | +253.9% | -51.2% | +305.1% | +235.9% |
| All | +498.3% | +868.4% | -370.1% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling