+17.1%
BABA vs LEN
+148.4%
-131.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.0% |
| 7D | +11.6% | +2.1% | +9.6% | +11.1% |
| 30D | +2.3% | +16.6% | -14.3% | -1.6% |
| 3M | -13.7% | +5.3% | -19.0% | -15.4% |
| 6M | -21.9% | -0.8% | -21.1% | -22.7% |
| YTD | -24.6% | -11.7% | -12.9% | -23.6% |
| 1Y | -34.1% | -24.6% | -9.5% | -30.8% |
| 3Y | +36.3% | -18.7% | +54.9% | +37.0% |
| 5Y | -26.7% | -4.4% | -22.3% | -31.4% |
| All | +17.1% | +148.4% | -131.3% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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