+57.3%
LLY vs BIDU
-34.6%
+92.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.5% |
| 7D | +10.1% | +1.2% | +8.9% | +10.0% |
| 30D | +24.0% | -7.5% | +31.6% | +24.3% |
| 3M | +27.3% | -28.6% | +55.8% | +28.2% |
| 6M | +47.0% | -36.9% | +83.9% | +48.8% |
| YTD | +32.6% | -38.4% | +71.0% | +33.7% |
| 1Y | +57.3% | -35.7% | +93.0% | +59.1% |
| All | +57.3% | -34.6% | +92.0% | +59.1% |
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 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