-39.9%
BABA vs LEN
-12.2%
-27.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -6.1% |
| 7D | -12.7% | -8.7% | -3.9% | -10.4% |
| 30D | -14.9% | +11.6% | -26.4% | -17.8% |
| 3M | -24.6% | -1.3% | -23.4% | -25.0% |
| 6M | -29.3% | -1.4% | -27.9% | -30.3% |
| YTD | -35.0% | -16.9% | -18.2% | -32.7% |
| 1Y | -39.7% | -31.2% | -8.5% | -33.8% |
| 3Y | +21.2% | -25.6% | +46.8% | +21.7% |
| 5Y | -39.9% | -13.3% | -26.6% | -53.4% |
| All | -39.9% | -12.2% | -27.7% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling