-31.3%
BABA vs LSCC
+82.7%
-114.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.7% |
| 7D | -4.8% | +1.3% | -6.1% | -5.1% |
| 30D | -11.9% | -9.7% | -2.2% | -9.7% |
| 3M | -9.3% | -23.7% | +14.4% | -4.0% |
| 6M | -14.2% | +26.5% | -40.7% | -22.5% |
| YTD | -22.0% | +57.5% | -79.6% | -34.6% |
| 1Y | -12.7% | +75.7% | -88.4% | -29.8% |
| 3Y | +26.7% | +19.5% | +7.2% | +9.2% |
| All | -31.3% | +82.7% | -114.0% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling