+11.7%
BABA vs LNG
+811.3%
-799.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -13.8% | +11.3% | -25.1% | -15.5% |
| 30D | -15.1% | +10.6% | -25.7% | -17.1% |
| 3M | -22.7% | +16.1% | -38.9% | -25.4% |
| 6M | -34.7% | +29.6% | -64.2% | -38.4% |
| YTD | -35.0% | +60.3% | -95.3% | -42.2% |
| 1Y | -40.4% | +46.1% | -86.5% | -45.9% |
| 3Y | +21.9% | +85.9% | -64.0% | +2.4% |
| 5Y | -39.9% | +210.8% | -250.7% | -56.5% |
| All | +11.7% | +811.3% | -799.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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