+1,563.7%
LITE vs BIDU
-30.8%
+1,594.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +2.5% |
| 7D | -1.5% | +2.4% | -4.0% | -2.4% |
| 30D | +6.7% | -10.5% | +17.1% | +11.1% |
| 3M | -6.8% | -26.2% | +19.5% | +4.1% |
| 6M | +29.4% | -16.4% | +45.8% | +37.8% |
| YTD | +139.1% | -23.9% | +163.0% | +160.2% |
| 1Y | +521.0% | +1.3% | +519.7% | +506.4% |
| All | +1,563.7% | -30.8% | +1,594.5% | +1,639.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling