+11.7%
BABA vs LOW
+292.3%
-280.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.8% | -5.3% | -6.5% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -14.9% | +21.3% | -36.2% | -19.8% |
| 3M | -24.6% | +6.0% | -30.6% | -26.1% |
| 6M | -29.3% | +2.6% | -31.9% | -30.4% |
| YTD | -35.0% | -3.6% | -31.4% | -34.9% |
| 1Y | -39.7% | -1.0% | -38.7% | -40.2% |
| 3Y | +21.2% | +24.2% | -3.0% | +10.7% |
| 5Y | -39.9% | +6.3% | -46.2% | -43.5% |
| All | +11.7% | +292.3% | -280.6% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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