+75.2%
LMT vs BIDU
-45.6%
+120.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.1% |
| 7D | -0.5% | -5.2% | +4.7% | -0.6% |
| 30D | -10.8% | -14.5% | +3.7% | -10.9% |
| 3M | +1.6% | -22.9% | +24.5% | +1.4% |
| 6M | -17.6% | -27.8% | +10.3% | -17.8% |
| YTD | +11.6% | -30.7% | +42.3% | +11.3% |
| 1Y | +17.2% | -15.8% | +33.0% | +17.5% |
| 3Y | +35.7% | -33.2% | +69.0% | +36.2% |
| 5Y | +75.2% | -44.8% | +120.0% | +88.4% |
| All | +75.2% | -45.6% | +120.8% | +88.4% |
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