+16.3%
BABA vs LH
+327.2%
-310.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.4% |
| 7D | +2.4% | +4.8% | -2.4% | +1.0% |
| 30D | -7.8% | +18.8% | -26.6% | -12.5% |
| 3M | -22.4% | +15.7% | -38.0% | -25.9% |
| 6M | -26.0% | +46.7% | -72.6% | -34.5% |
| YTD | -29.3% | +48.9% | -78.2% | -37.9% |
| 1Y | -37.5% | +43.5% | -81.0% | -44.5% |
| 3Y | +31.9% | +86.9% | -55.0% | +5.9% |
| 5Y | -33.4% | +60.4% | -93.8% | -44.9% |
| 10Y | +15.7% | +260.7% | -245.0% | -33.8% |
| All | +16.3% | +327.2% | -310.9% | -39.3% |
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