+696.1%
LNG vs BIDU
+1,294.4%
-598.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -6.7% | -2.4% | -4.3% | -6.3% |
| 30D | +3.9% | -16.0% | +19.8% | +7.1% |
| 3M | +15.5% | -24.0% | +39.5% | +21.1% |
| 6M | +10.5% | -24.9% | +35.4% | +14.9% |
| YTD | +43.0% | -29.6% | +72.5% | +49.7% |
| 1Y | +18.9% | -15.2% | +34.0% | +18.4% |
| 3Y | +74.7% | -32.2% | +106.8% | +75.8% |
| 5Y | +231.2% | -43.8% | +275.0% | +220.6% |
| 10Y | +544.5% | -49.5% | +594.0% | +480.8% |
| All | +696.1% | +1,294.4% | -598.3% | +333.0% |
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