+2,105.8%
LII vs BIDU
+1,407.1%
+698.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.5% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | -12.6% | -10.5% | -2.1% | -11.1% |
| 3M | -24.4% | -26.2% | +1.8% | -20.9% |
| 6M | -28.7% | -16.4% | -12.3% | -27.2% |
| YTD | -19.1% | -23.9% | +4.7% | -16.5% |
| 1Y | -29.7% | +1.3% | -31.0% | -31.4% |
| 3Y | +4.8% | -32.1% | +36.9% | +6.7% |
| 5Y | +24.6% | -39.0% | +63.5% | +22.2% |
| 10Y | +169.2% | -44.0% | +213.3% | +148.6% |
| All | +2,105.8% | +1,407.1% | +698.7% | +1,098.1% |
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