-35.9%
BABA vs LNT
+12.7%
-48.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.5% |
| 7D | +3.8% | +0.6% | +3.2% | +3.9% |
| 30D | -5.4% | +12.4% | -17.8% | -3.0% |
| 3M | -17.9% | +6.7% | -24.6% | -16.8% |
| 6M | -24.1% | +3.9% | -28.0% | -24.8% |
| YTD | -27.4% | +16.5% | -44.0% | -26.6% |
| All | -35.9% | +12.7% | -48.6% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling