+22.3%
BABA vs LII
+401.0%
-378.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.5% | +3.4% |
| 7D | +8.6% | +0.2% | +8.4% | +8.5% |
| 30D | -1.1% | -4.6% | +3.5% | -0.2% |
| 3M | -15.9% | -21.7% | +5.7% | -10.5% |
| 6M | -17.5% | -32.8% | +15.3% | -9.8% |
| YTD | -25.6% | -27.5% | +1.9% | -21.1% |
| 1Y | -33.8% | -28.0% | -5.9% | -29.8% |
| 3Y | +34.6% | -7.2% | +41.8% | +25.6% |
| 5Y | -27.7% | +22.6% | -50.3% | -40.8% |
| 10Y | +17.7% | +171.5% | -153.8% | -33.7% |
| All | +22.3% | +401.0% | -378.7% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling