+16.7%
BABA vs LH
+186.0%
-169.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | -0.8% | +0.7% | 0.0% |
| 30D | -12.3% | +2.0% | -14.3% | -12.8% |
| 3M | -5.3% | +24.3% | -29.6% | -11.2% |
| 6M | -13.1% | +21.1% | -34.1% | -18.0% |
| YTD | -22.4% | +30.4% | -52.9% | -28.5% |
| 1Y | -19.5% | +18.4% | -37.9% | -23.9% |
| 3Y | +32.9% | +65.5% | -32.5% | +12.4% |
| 5Y | -29.9% | +29.9% | -59.7% | -37.5% |
| 10Y | +16.7% | +186.6% | -169.9% | -20.9% |
| All | +16.7% | +186.0% | -169.3% | -20.9% |
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