+1,587.5%
LITE vs BIDU
-52.8%
+1,640.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.3% |
| 7D | -13.9% | +3.6% | -17.5% | -14.9% |
| 30D | -46.9% | -6.6% | -40.3% | -45.8% |
| 3M | -28.0% | -27.2% | -0.8% | -21.1% |
| 6M | -35.2% | -43.5% | +8.3% | -23.4% |
| YTD | +58.9% | -39.0% | +97.9% | +81.9% |
| 1Y | +125.3% | -39.8% | +165.1% | +159.3% |
| 3Y | +1,344.4% | -24.8% | +1,369.2% | +1,398.8% |
| 5Y | +541.2% | -50.7% | +591.8% | +597.5% |
| 10Y | +1,587.5% | -51.2% | +1,638.8% | +1,367.7% |
| All | +1,587.5% | -52.8% | +1,640.3% | +1,367.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling