-31.3%
BABA vs LNG
+252.8%
-284.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.8% | +3.4% | -8.2% | -5.2% |
| 30D | -11.9% | +14.9% | -26.8% | -13.4% |
| 3M | -9.3% | +21.4% | -30.7% | -11.5% |
| 6M | -14.2% | +17.8% | -32.1% | -16.8% |
| YTD | -22.0% | +51.3% | -73.3% | -27.6% |
| 1Y | -12.7% | +24.4% | -37.1% | -16.2% |
| 3Y | +26.7% | +79.7% | -53.0% | +10.6% |
| All | -31.3% | +252.8% | -284.1% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling