+4,798.1%
LLY vs BIDU
+1,108.5%
+3,689.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | +21.5% | -5.4% | +26.9% | +22.0% |
| 3M | +18.5% | -24.7% | +43.2% | +21.0% |
| 6M | +49.1% | -45.3% | +94.4% | +56.0% |
| YTD | +34.4% | -39.0% | +73.3% | +38.8% |
| 1Y | +46.3% | -39.6% | +85.9% | +51.0% |
| 3Y | +145.5% | -24.7% | +170.2% | +144.8% |
| 5Y | +472.7% | -52.3% | +525.0% | +476.4% |
| 10Y | +2,049.9% | -51.1% | +2,101.0% | +1,958.3% |
| All | +4,798.1% | +1,108.5% | +3,689.6% | +3,311.5% |
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