+5,083.9%
LITE vs BIDU
-52.0%
+5,135.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +2.9% |
| 7D | -1.5% | +2.4% | -4.0% | -2.2% |
| 30D | +6.7% | -10.5% | +17.1% | +9.9% |
| 3M | -6.8% | -26.2% | +19.5% | +1.3% |
| 6M | +29.4% | -16.4% | +45.8% | +35.6% |
| YTD | +139.1% | -23.9% | +163.0% | +155.4% |
| 1Y | +521.0% | +1.3% | +519.7% | +511.7% |
| 3Y | +1,535.3% | -32.1% | +1,567.4% | +1,634.6% |
| 5Y | +889.8% | -39.0% | +928.8% | +907.6% |
| 10Y | +2,400.7% | -44.0% | +2,444.8% | +2,188.1% |
| All | +5,083.9% | -52.0% | +5,135.9% | +4,299.2% |
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