+28.2%
BABA vs LH
+276.5%
-248.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -4.8% | -2.5% | -2.3% | -4.1% |
| 30D | -11.9% | +4.3% | -16.2% | -13.1% |
| 3M | -9.3% | +25.5% | -34.8% | -15.7% |
| 6M | -14.2% | +17.0% | -31.2% | -18.7% |
| YTD | -22.0% | +31.3% | -53.3% | -28.8% |
| 1Y | -12.7% | +20.0% | -32.7% | -18.2% |
| 3Y | +26.7% | +63.9% | -37.2% | +5.8% |
| 5Y | -29.3% | +30.9% | -60.2% | -37.6% |
| 10Y | +21.2% | +191.4% | -170.1% | -24.9% |
| All | +28.2% | +276.5% | -248.3% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling