+23.9%
BABA vs LNG
+244.6%
-220.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +11.6% | -15.9% | +27.5% | +15.1% |
| 30D | +2.3% | +2.1% | +0.2% | +1.4% |
| 3M | -13.7% | +4.8% | -18.5% | -15.0% |
| 6M | -21.9% | +6.8% | -28.7% | -23.6% |
| YTD | -24.6% | +44.0% | -68.7% | -31.4% |
| 1Y | -34.1% | +34.9% | -69.0% | -39.2% |
| 3Y | +36.3% | +67.3% | -31.1% | +17.7% |
| 5Y | -26.7% | +170.1% | -196.8% | -44.4% |
| 10Y | +19.2% | +693.0% | -673.8% | -31.5% |
| All | +23.9% | +244.6% | -220.7% | -19.6% |
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 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