+15.6%
BABA vs LSCC
+1,155.2%
-1,139.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.6% | +11.2% | +4.9% |
| 7D | +8.6% | -4.8% | +13.4% | +9.4% |
| 30D | -1.1% | -27.1% | +26.0% | +6.6% |
| 3M | -15.9% | -23.6% | +7.7% | -11.2% |
| 6M | -17.5% | -19.8% | +2.3% | -15.7% |
| YTD | -25.6% | +33.2% | -58.8% | -34.9% |
| 1Y | -33.8% | +55.2% | -89.1% | -44.8% |
| 3Y | +34.6% | +70.1% | -35.5% | +1.2% |
| 5Y | -27.7% | +19.5% | -47.2% | -43.8% |
| All | +15.6% | +1,155.2% | -1,139.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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