+15.8%
BABA vs LEN
+166.0%
-150.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.2% | -6.9% | -4.5% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | -5.4% | +19.4% | -24.8% | -9.5% |
| 3M | -17.9% | +4.5% | -22.5% | -19.4% |
| 6M | -24.1% | +4.9% | -29.0% | -25.9% |
| YTD | -27.4% | -8.9% | -18.5% | -27.0% |
| 1Y | -36.1% | -23.0% | -13.1% | -33.2% |
| 3Y | +35.4% | -16.7% | +52.1% | +35.4% |
| 5Y | -30.1% | -4.5% | -25.6% | -34.6% |
| 10Y | +15.8% | +162.2% | -146.3% | -20.4% |
| All | +15.8% | +166.0% | -150.2% | -20.4% |
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