+16.0%
BABA vs LII
+168.6%
-152.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | -4.8% | -0.7% | -4.0% | -4.6% |
| 30D | -11.9% | -12.6% | +0.7% | -8.8% |
| 3M | -9.3% | -24.4% | +15.2% | -3.8% |
| 6M | -14.2% | -28.7% | +14.5% | -8.0% |
| YTD | -22.0% | -19.1% | -2.9% | -19.6% |
| 1Y | -12.7% | -29.7% | +17.0% | -6.6% |
| 3Y | +26.7% | +4.8% | +21.9% | +14.8% |
| 5Y | -29.3% | +24.6% | -53.9% | -41.8% |
| All | +16.0% | +168.6% | -152.6% | -25.6% |
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