-12.1%
LEN vs BIDU
-54.4%
+42.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | -5.8% | -4.6% | -1.2% | -5.0% |
| 30D | +13.7% | -4.5% | +18.3% | +14.6% |
| 3M | -3.9% | -25.4% | +21.5% | +0.9% |
| 6M | -0.4% | -48.1% | +47.7% | +10.9% |
| YTD | -16.8% | -40.2% | +23.4% | -10.5% |
| 1Y | -29.5% | -35.2% | +5.7% | -25.4% |
| 3Y | -25.6% | -27.1% | +1.5% | -25.8% |
| All | -12.1% | -54.4% | +42.3% | -8.6% |
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