-35.0%
BABA vs LSCC
+36.3%
-71.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.9% |
| 7D | +2.4% | +5.0% | -2.7% | +0.6% |
| 30D | -7.8% | -11.7% | +4.0% | -5.6% |
| 3M | -22.4% | -13.3% | -9.1% | -20.8% |
| 6M | -26.0% | -12.5% | -13.5% | -26.2% |
| YTD | -29.3% | +51.2% | -80.5% | -41.0% |
| 1Y | -37.5% | +65.9% | -103.4% | -49.5% |
| 3Y | +31.9% | +95.3% | -63.4% | -8.1% |
| All | -35.0% | +36.3% | -71.2% | -57.9% |
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