+23.9%
BABA vs LOW
+417.1%
-393.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +11.6% | +7.4% | +4.2% | +9.1% |
| 30D | +2.3% | +24.5% | -22.2% | -4.8% |
| 3M | -13.7% | +3.5% | -17.2% | -14.9% |
| 6M | -21.9% | -2.6% | -19.3% | -21.9% |
| YTD | -24.6% | -4.8% | -19.8% | -24.2% |
| 1Y | -34.1% | -0.8% | -33.3% | -34.8% |
| 3Y | +36.3% | +22.8% | +13.4% | +24.3% |
| 5Y | -26.7% | +5.3% | -32.0% | -31.1% |
| 10Y | +19.2% | +309.5% | -290.3% | -33.5% |
| All | +23.9% | +417.1% | -393.2% | -38.7% |
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