+15.8%
BABA vs LNG
+711.1%
-695.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.5% | -4.2% |
| 7D | +3.8% | -8.4% | +12.2% | +5.3% |
| 30D | -5.4% | +2.7% | -8.0% | -6.3% |
| 3M | -17.9% | +11.7% | -29.7% | -20.2% |
| 6M | -24.1% | +19.5% | -43.5% | -27.3% |
| YTD | -27.4% | +48.0% | -75.4% | -34.5% |
| 1Y | -36.1% | +38.4% | -74.4% | -41.4% |
| 3Y | +35.4% | +71.9% | -36.5% | +15.4% |
| 5Y | -30.1% | +179.9% | -210.0% | -48.4% |
| 10Y | +15.8% | +700.5% | -684.6% | -31.6% |
| All | +15.8% | +711.1% | -695.2% | -31.6% |
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