+1,030.1%
LHX vs BIDU
+1,294.4%
-264.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -3.7% | -2.4% | -1.3% | -3.4% |
| 30D | -13.2% | -16.0% | +2.8% | -11.2% |
| 3M | -18.4% | -24.0% | +5.7% | -15.6% |
| 6M | -32.0% | -24.9% | -7.1% | -29.9% |
| YTD | -13.6% | -29.6% | +15.9% | -10.5% |
| 1Y | -6.0% | -15.2% | +9.2% | -5.8% |
| 3Y | +57.9% | -32.2% | +90.1% | +59.5% |
| 5Y | +19.2% | -43.8% | +63.0% | +16.4% |
| 10Y | +232.3% | -49.5% | +281.7% | +204.5% |
| All | +1,030.1% | +1,294.4% | -264.3% | +511.7% |
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 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