+3,068.2%
LITE vs BIDU
-60.5%
+3,128.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +4.8% |
| 7D | -35.9% | +7.2% | -43.1% | -37.2% |
| 30D | -51.5% | -4.0% | -47.5% | -50.9% |
| 3M | -35.7% | -25.1% | -10.6% | -30.6% |
| 6M | -43.0% | -41.8% | -1.2% | -34.0% |
| YTD | +46.1% | -37.3% | +83.5% | +64.3% |
| 1Y | +124.7% | -35.6% | +160.3% | +151.3% |
| 3Y | +1,172.1% | -24.5% | +1,196.5% | +1,218.4% |
| 5Y | +477.0% | -48.3% | +525.3% | +515.9% |
| 10Y | +1,465.7% | -51.2% | +1,516.8% | +1,404.8% |
| All | +3,068.2% | -60.5% | +3,128.7% | +2,730.1% |
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