-29.7%
LII vs BIDU
+1.5%
-31.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.7% |
| 7D | -0.7% | +2.4% | -3.1% | -1.0% |
| 30D | -12.6% | -10.5% | -2.1% | -11.8% |
| 3M | -24.4% | -26.2% | +1.8% | -22.0% |
| 6M | -28.7% | -16.4% | -12.3% | -27.7% |
| YTD | -19.1% | -23.9% | +4.7% | -18.1% |
| 1Y | -29.7% | +1.3% | -31.0% | -28.6% |
| All | -29.7% | +1.5% | -31.2% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling