+361.5%
LLY vs BIDU
-44.5%
+406.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.7% | -2.0% |
| 7D | -3.1% | -2.4% | -0.7% | -3.0% |
| 30D | -5.1% | -15.6% | +10.6% | -4.6% |
| 3M | -2.1% | -22.3% | +20.2% | -1.4% |
| 6M | +13.8% | -22.3% | +36.1% | +14.5% |
| YTD | +5.1% | -29.2% | +34.3% | +5.9% |
| 1Y | +53.1% | -14.8% | +67.9% | +53.3% |
| 3Y | +95.6% | -31.8% | +127.4% | +95.2% |
| 5Y | +361.5% | -43.1% | +404.6% | +349.8% |
| All | +361.5% | -44.5% | +406.0% | +349.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling