+28.2%
BABA vs LNT
+249.3%
-221.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -11.9% | -3.2% | -8.7% | -11.6% |
| 3M | -9.3% | -4.1% | -5.2% | -9.1% |
| 6M | -14.2% | -4.6% | -9.7% | -14.0% |
| YTD | -22.0% | +7.0% | -29.0% | -22.8% |
| 1Y | -12.7% | +8.3% | -21.0% | -13.8% |
| 3Y | +26.7% | +51.0% | -24.3% | +20.3% |
| 5Y | -29.3% | +30.2% | -59.5% | -32.2% |
| 10Y | +21.2% | +143.6% | -122.4% | +5.1% |
| All | +28.2% | +249.3% | -221.1% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling