+76.8%
LEN vs BIDU
+1,083.9%
-1,007.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | -5.8% | -4.6% | -1.2% | -4.6% |
| 30D | +13.7% | -4.5% | +18.3% | +15.1% |
| 3M | -3.9% | -25.4% | +21.5% | +3.5% |
| 6M | -0.4% | -48.1% | +47.7% | +17.3% |
| YTD | -16.8% | -40.2% | +23.4% | -7.0% |
| 1Y | -29.5% | -35.2% | +5.7% | -23.2% |
| 3Y | -25.6% | -27.1% | +1.5% | -25.5% |
| 5Y | -13.2% | -54.2% | +41.0% | -8.9% |
| 10Y | +138.5% | -52.0% | +190.5% | +118.3% |
| All | +76.8% | +1,083.9% | -1,007.1% | -34.3% |
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