+11.7%
BABA vs LII
+169.1%
-157.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -13.8% | +2.9% | -16.7% | -14.4% |
| 30D | -15.1% | +0.9% | -16.0% | -15.6% |
| 3M | -22.7% | -15.5% | -7.2% | -19.7% |
| 6M | -34.7% | -30.2% | -4.5% | -29.7% |
| YTD | -35.0% | -26.8% | -8.2% | -31.5% |
| 1Y | -40.4% | -25.3% | -15.1% | -37.7% |
| 3Y | +21.9% | -7.8% | +29.7% | +14.4% |
| 5Y | -39.9% | +17.0% | -56.8% | -49.8% |
| All | +11.7% | +169.1% | -157.4% | -29.5% |
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