-39.8%
BABA vs LH
+54.7%
-94.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -13.8% | +1.1% | -14.8% | -14.0% |
| 30D | -15.1% | +16.7% | -31.8% | -18.4% |
| 3M | -22.7% | +15.1% | -37.8% | -25.5% |
| 6M | -34.7% | +46.3% | -81.0% | -41.2% |
| YTD | -35.0% | +48.8% | -83.8% | -42.0% |
| 1Y | -40.4% | +39.7% | -80.1% | -45.8% |
| 3Y | +21.9% | +87.0% | -65.1% | -1.2% |
| All | -39.8% | +54.7% | -94.5% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling