+606.9%
LULU vs BIDU
+333.5%
+273.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | -1.6% | -8.1% | +6.5% | +0.7% |
| 30D | -18.1% | -12.8% | -5.3% | -15.5% |
| 3M | -18.8% | -21.3% | +2.5% | -14.0% |
| 6M | -39.2% | -27.0% | -12.2% | -34.8% |
| YTD | -52.4% | -30.0% | -22.3% | -48.8% |
| 1Y | -40.3% | -18.3% | -22.0% | -39.8% |
| 3Y | -75.1% | -33.8% | -41.3% | -74.4% |
| 5Y | -76.7% | -44.3% | -32.4% | -77.0% |
| 10Y | +52.7% | -49.8% | +102.5% | +38.0% |
| All | +606.9% | +333.5% | +273.4% | +106.9% |
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