+36.3%
BABA vs LNT
+57.3%
-21.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +11.6% | +1.4% | +10.2% | +11.6% |
| 30D | +2.3% | +12.3% | -10.0% | +1.7% |
| 3M | -13.7% | +5.3% | -19.0% | -13.8% |
| 6M | -21.9% | +2.0% | -23.9% | -22.3% |
| YTD | -24.6% | +15.3% | -39.9% | -26.2% |
| 1Y | -34.1% | +12.3% | -46.4% | -35.3% |
| 3Y | +36.3% | +59.1% | -22.8% | +23.7% |
| All | +36.3% | +57.3% | -21.0% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling