+14.9%
BABA vs LOW
+433.3%
-418.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.6% | +1.0% | -4.5% | -3.9% |
| 30D | -8.4% | +25.6% | -34.0% | -14.9% |
| 3M | -20.6% | +5.3% | -25.9% | -22.1% |
| 6M | -25.4% | +3.7% | -29.1% | -26.9% |
| YTD | -30.1% | -1.9% | -28.3% | -30.4% |
| 1Y | -36.3% | +0.6% | -36.9% | -37.2% |
| 3Y | +30.4% | +26.4% | +3.9% | +17.8% |
| 5Y | -35.7% | +10.1% | -45.9% | -40.5% |
| 10Y | +16.0% | +301.3% | -285.3% | -34.4% |
| All | +14.9% | +433.3% | -418.4% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling