+15.8%
BABA vs LH
+259.5%
-243.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -4.1% |
| 7D | +3.8% | +4.6% | -0.7% | +2.6% |
| 30D | -5.4% | +19.1% | -24.5% | -9.8% |
| 3M | -17.9% | +16.7% | -34.7% | -21.5% |
| 6M | -24.1% | +47.0% | -71.1% | -32.1% |
| YTD | -27.4% | +49.3% | -76.8% | -35.5% |
| 1Y | -36.1% | +48.6% | -84.7% | -43.2% |
| 3Y | +35.4% | +87.8% | -52.5% | +10.8% |
| 5Y | -30.1% | +65.0% | -95.1% | -41.6% |
| 10Y | +15.8% | +275.0% | -259.1% | -23.0% |
| All | +15.8% | +259.5% | -243.6% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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