+18.7%
LHX vs BIDU
-44.1%
+62.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -4.3% | -8.1% | +3.9% | -4.2% |
| 30D | -15.1% | -12.8% | -2.3% | -15.1% |
| 3M | -21.0% | -21.3% | +0.3% | -20.9% |
| 6M | -32.0% | -27.0% | -5.0% | -32.0% |
| YTD | -15.3% | -30.0% | +14.7% | -15.2% |
| 1Y | -11.1% | -18.3% | +7.2% | -10.8% |
| 3Y | +54.0% | -33.8% | +87.9% | +53.9% |
| All | +18.7% | -44.1% | +62.8% | +21.7% |
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