+15.6%
BABA vs LIN
+430.4%
-414.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +8.6% | +3.6% | +5.0% | +6.9% |
| 30D | -1.1% | +6.4% | -7.5% | -3.8% |
| 3M | -15.9% | +6.5% | -22.4% | -18.4% |
| 6M | -17.5% | +4.9% | -22.4% | -19.9% |
| YTD | -25.6% | +23.4% | -49.0% | -33.6% |
| 1Y | -33.8% | +26.3% | -60.1% | -41.7% |
| 3Y | +34.6% | +38.0% | -3.4% | +12.3% |
| 5Y | -27.7% | +68.0% | -95.6% | -46.2% |
| All | +15.6% | +430.4% | -414.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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