+15.8%
BABA vs LII
+170.7%
-154.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.3% |
| 7D | +3.8% | -1.2% | +5.0% | +4.1% |
| 30D | -5.4% | -2.0% | -3.4% | -5.3% |
| 3M | -17.9% | -20.2% | +2.3% | -13.5% |
| 6M | -24.1% | -32.5% | +8.5% | -17.6% |
| YTD | -27.4% | -27.4% | -0.1% | -23.4% |
| 1Y | -36.1% | -28.2% | -7.9% | -32.4% |
| 3Y | +35.4% | -7.2% | +42.6% | +26.7% |
| 5Y | -30.1% | +19.9% | -50.0% | -42.1% |
| 10Y | +15.8% | +168.6% | -152.8% | -26.0% |
| All | +15.8% | +170.7% | -154.9% | -26.0% |
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