+1,888.5%
LII vs BIDU
+1,108.5%
+780.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | -0.8% | -1.5% | -2.2% |
| 30D | -1.7% | -5.4% | +3.7% | -0.8% |
| 3M | -18.3% | -24.7% | +6.4% | -14.6% |
| 6M | -32.3% | -45.3% | +13.0% | -25.7% |
| YTD | -27.1% | -39.0% | +11.8% | -22.0% |
| 1Y | -27.2% | -39.6% | +12.4% | -22.1% |
| 3Y | -8.9% | -24.7% | +15.8% | -9.1% |
| 5Y | +19.7% | -52.3% | +72.0% | +22.6% |
| 10Y | +168.9% | -51.1% | +219.9% | +153.3% |
| All | +1,888.5% | +1,108.5% | +780.0% | +1,019.1% |
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