+19.2%
BABA vs LIN
+385.6%
-366.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +3.7% |
| 7D | +4.3% | +3.3% | +1.0% | +2.8% |
| 30D | -5.0% | +8.8% | -13.8% | -8.6% |
| 3M | -18.4% | +8.6% | -27.0% | -21.5% |
| 6M | -20.3% | +7.0% | -27.3% | -23.4% |
| YTD | -27.5% | +24.3% | -51.8% | -35.6% |
| 1Y | -35.3% | +27.3% | -62.6% | -43.3% |
| 3Y | +31.2% | +38.9% | -7.8% | +8.8% |
| 5Y | -32.1% | +69.4% | -101.5% | -49.7% |
| 10Y | +14.7% | +440.7% | -426.1% | -54.4% |
| All | +19.2% | +385.6% | -366.4% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling