+15.8%
BABA vs LNT
+166.8%
-151.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.8% |
| 30D | -5.4% | +12.4% | -17.8% | -6.3% |
| 3M | -17.9% | +6.7% | -24.6% | -18.4% |
| 6M | -24.1% | +3.9% | -28.0% | -24.4% |
| YTD | -27.4% | +16.5% | -44.0% | -28.6% |
| 1Y | -36.1% | +12.5% | -48.6% | -36.9% |
| 3Y | +35.4% | +66.9% | -31.5% | +28.4% |
| 5Y | -30.1% | +56.1% | -86.2% | -33.7% |
| 10Y | +15.8% | +173.2% | -157.4% | +5.5% |
| All | +15.8% | +166.8% | -151.0% | +5.5% |
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