+124.7%
LITE vs BIDU
-35.7%
+160.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +4.2% |
| 7D | -35.9% | +7.2% | -43.1% | -38.1% |
| 30D | -51.5% | -4.0% | -47.5% | -50.4% |
| 3M | -35.7% | -25.1% | -10.6% | -26.5% |
| 6M | -43.0% | -41.8% | -1.2% | -25.8% |
| YTD | +46.1% | -37.3% | +83.5% | +74.7% |
| 1Y | +124.7% | -35.6% | +160.3% | +160.4% |
| All | +124.7% | -35.7% | +160.4% | +160.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling