+3,816.9%
LLY vs BIDU
+1,407.1%
+2,409.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.2% |
| 7D | -2.1% | +2.4% | -4.6% | -2.4% |
| 30D | -1.6% | -10.5% | +8.9% | -0.8% |
| 3M | +2.3% | -26.2% | +28.5% | +4.6% |
| 6M | +14.9% | -16.4% | +31.3% | +16.0% |
| YTD | +7.5% | -23.9% | +31.3% | +9.1% |
| 1Y | +55.7% | +1.3% | +54.4% | +53.6% |
| 3Y | +110.6% | -32.1% | +142.7% | +112.2% |
| 5Y | +363.4% | -39.0% | +402.4% | +356.5% |
| 10Y | +1,649.0% | -44.0% | +1,693.0% | +1,559.4% |
| All | +3,816.9% | +1,407.1% | +2,409.7% | +2,581.0% |
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