+17.1%
BABA vs LII
+162.0%
-144.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.8% |
| 7D | +11.6% | -0.6% | +12.3% | +11.8% |
| 30D | +2.3% | -4.6% | +6.9% | +3.1% |
| 3M | -13.7% | -21.2% | +7.5% | -8.7% |
| 6M | -21.9% | -36.4% | +14.5% | -13.8% |
| YTD | -24.6% | -28.9% | +4.3% | -20.0% |
| 1Y | -34.1% | -29.5% | -4.6% | -30.0% |
| 3Y | +36.3% | -8.6% | +44.8% | +27.9% |
| 5Y | -26.7% | +20.2% | -46.9% | -39.4% |
| All | +17.1% | +162.0% | -144.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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