+28.2%
BABA vs LNG
+262.0%
-233.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.8% | +3.4% | -8.2% | -5.4% |
| 30D | -11.9% | +14.9% | -26.8% | -14.3% |
| 3M | -9.3% | +21.4% | -30.7% | -12.9% |
| 6M | -14.2% | +17.8% | -32.1% | -17.8% |
| YTD | -22.0% | +51.3% | -73.3% | -29.3% |
| 1Y | -12.7% | +24.4% | -37.1% | -17.5% |
| 3Y | +26.7% | +79.7% | -53.0% | +8.2% |
| 5Y | -29.3% | +241.3% | -270.7% | -49.0% |
| 10Y | +21.2% | +603.1% | -581.9% | -28.3% |
| All | +28.2% | +262.0% | -233.9% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling