-40.4%
BABA vs LEN
-30.4%
-10.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | -5.8% | -8.0% | -13.4% |
| 30D | -15.1% | +13.7% | -28.8% | -15.5% |
| 3M | -22.7% | -3.9% | -18.9% | -22.2% |
| 6M | -34.7% | -0.4% | -34.3% | -34.9% |
| YTD | -35.0% | -16.8% | -18.2% | -33.7% |
| 1Y | -40.4% | -29.5% | -10.9% | -40.4% |
| All | -40.4% | -30.4% | -10.0% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling