+50.0%
LULU vs BIDU
-48.7%
+98.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -1.6% | -8.1% | +6.5% | +0.1% |
| 30D | -18.1% | -12.8% | -5.3% | -16.1% |
| 3M | -18.8% | -21.3% | +2.5% | -15.1% |
| 6M | -39.2% | -27.0% | -12.2% | -35.8% |
| YTD | -52.4% | -30.0% | -22.3% | -49.6% |
| 1Y | -40.3% | -18.3% | -22.0% | -39.9% |
| 3Y | -75.1% | -33.8% | -41.3% | -74.5% |
| 5Y | -76.7% | -44.3% | -32.4% | -76.7% |
| All | +50.0% | -48.7% | +98.6% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling