+28.2%
BABA vs LEN
+137.5%
-109.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -4.8% | -3.2% | -1.6% | -4.0% |
| 30D | -11.9% | -4.9% | -7.0% | -10.9% |
| 3M | -9.3% | -8.5% | -0.8% | -7.8% |
| 6M | -14.2% | -20.7% | +6.4% | -9.8% |
| YTD | -22.0% | -17.4% | -4.6% | -19.1% |
| 1Y | -12.7% | -38.2% | +25.5% | -2.9% |
| 3Y | +26.7% | -24.9% | +51.5% | +30.5% |
| 5Y | -29.3% | -11.4% | -17.9% | -32.3% |
| 10Y | +21.2% | +110.0% | -88.8% | -15.8% |
| All | +28.2% | +137.5% | -109.3% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling