-40.4%
BABA vs LII
-26.1%
-14.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -13.8% | +2.9% | -16.7% | -14.0% |
| 30D | -15.1% | +0.9% | -16.0% | -15.3% |
| 3M | -22.7% | -15.5% | -7.2% | -21.8% |
| 6M | -34.7% | -30.2% | -4.5% | -34.0% |
| YTD | -35.0% | -26.8% | -8.2% | -35.1% |
| 1Y | -40.4% | -25.3% | -15.1% | -39.8% |
| All | -40.4% | -26.1% | -14.3% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling