+580.4%
LITE vs BIDU
-53.5%
+634.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.9% |
| 7D | +22.6% | -2.3% | +24.9% | +23.4% |
| 30D | -36.8% | -7.3% | -29.5% | -35.4% |
| 3M | -33.0% | -26.0% | -7.1% | -27.5% |
| 6M | -37.1% | -44.5% | +7.5% | -26.5% |
| YTD | +69.5% | -40.6% | +110.1% | +93.0% |
| 1Y | +146.1% | -39.8% | +185.9% | +179.4% |
| 3Y | +1,440.8% | -26.7% | +1,467.5% | +1,513.6% |
| 5Y | +580.4% | -54.5% | +634.9% | +668.5% |
| All | +580.4% | -53.5% | +634.0% | +668.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling