+16.0%
BABA vs LNT
+184.1%
-168.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -8.4% | +11.6% | -20.0% | -9.2% |
| 3M | -20.6% | +8.2% | -28.8% | -21.1% |
| 6M | -25.4% | +3.1% | -28.5% | -25.7% |
| YTD | -30.1% | +16.8% | -46.9% | -31.2% |
| 1Y | -36.3% | +11.6% | -47.9% | -37.1% |
| 3Y | +30.4% | +67.4% | -37.0% | +23.8% |
| 5Y | -35.7% | +56.8% | -92.5% | -39.0% |
| 10Y | +16.0% | +185.0% | -169.0% | +6.5% |
| All | +16.0% | +184.1% | -168.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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