+2,080.1%
LLY vs BIDU
-51.3%
+2,131.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +6.7% | -4.6% | +11.3% | +7.0% |
| 30D | +19.6% | -4.5% | +24.1% | +19.8% |
| 3M | +19.7% | -25.4% | +45.1% | +21.4% |
| 6M | +42.7% | -48.1% | +90.8% | +47.5% |
| YTD | +35.1% | -40.2% | +75.3% | +38.1% |
| 1Y | +42.2% | -35.2% | +77.4% | +44.6% |
| 3Y | +140.8% | -27.1% | +167.9% | +140.6% |
| 5Y | +480.6% | -54.2% | +534.8% | +487.3% |
| All | +2,080.1% | -51.3% | +2,131.5% | +1,943.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling