+1,560.7%
LLY vs BIDU
-49.1%
+1,609.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -3.2% | -5.2% | +2.1% | -2.9% |
| 30D | -7.4% | -14.5% | +7.0% | -6.8% |
| 3M | -1.0% | -22.9% | +21.9% | +0.2% |
| 6M | +12.5% | -27.8% | +40.3% | +14.1% |
| YTD | +5.0% | -30.7% | +35.7% | +6.6% |
| 1Y | +49.8% | -15.8% | +65.6% | +50.0% |
| 3Y | +95.5% | -33.2% | +128.7% | +96.4% |
| 5Y | +390.7% | -44.8% | +435.5% | +390.2% |
| All | +1,560.7% | -49.1% | +1,609.8% | +1,475.8% |
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