+4,711.7%
LLY vs BIDU
+1,127.7%
+3,584.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | +0.1% | +5.4% | -5.3% | -0.4% |
| 30D | +19.7% | -5.0% | +24.8% | +20.2% |
| 3M | +19.3% | -26.1% | +45.4% | +22.0% |
| 6M | +49.3% | -42.6% | +91.9% | +55.6% |
| YTD | +32.0% | -38.0% | +70.0% | +36.2% |
| 1Y | +53.7% | -35.7% | +89.4% | +57.9% |
| 3Y | +143.7% | -22.9% | +166.7% | +142.7% |
| 5Y | +463.9% | -49.9% | +513.8% | +464.9% |
| 10Y | +2,006.3% | -52.0% | +2,058.3% | +1,921.0% |
| All | +4,711.7% | +1,127.7% | +3,584.0% | +3,247.1% |
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