+1,838.9%
LII vs BIDU
+1,140.5%
+698.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.5% |
| 7D | -0.6% | +7.2% | -7.8% | -1.8% |
| 30D | -4.6% | -4.0% | -0.6% | -4.0% |
| 3M | -21.2% | -25.1% | +3.9% | -17.6% |
| 6M | -36.4% | -41.8% | +5.3% | -31.0% |
| YTD | -28.9% | -37.3% | +8.4% | -24.3% |
| 1Y | -29.5% | -35.6% | +6.0% | -25.5% |
| 3Y | -8.6% | -24.5% | +15.9% | -8.7% |
| 5Y | +20.2% | -48.3% | +68.5% | +21.4% |
| 10Y | +166.2% | -51.2% | +217.4% | +151.0% |
| All | +1,838.9% | +1,140.5% | +698.4% | +986.4% |
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 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