-7.8%
LII vs BIDU
-27.4%
+19.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.1% |
| 7D | +2.9% | -4.6% | +7.5% | +3.4% |
| 30D | +0.9% | -4.5% | +5.5% | +1.3% |
| 3M | -15.5% | -25.4% | +9.8% | -13.1% |
| 6M | -30.2% | -48.1% | +17.9% | -25.6% |
| YTD | -26.8% | -40.2% | +13.4% | -23.7% |
| 1Y | -25.3% | -35.2% | +10.0% | -22.7% |
| 3Y | -7.8% | -27.1% | +19.4% | -8.4% |
| All | -7.8% | -27.4% | +19.6% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling