-12.7%
BABA vs LTH
+54.1%
-66.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | -0.6% | -4.1% | -4.7% |
| 30D | -11.9% | -4.6% | -7.3% | -11.4% |
| 3M | -9.3% | +32.8% | -42.1% | -13.2% |
| 6M | -14.2% | +64.6% | -78.9% | -20.7% |
| YTD | -22.0% | +62.6% | -84.7% | -27.6% |
| 1Y | -12.7% | +49.9% | -62.7% | -12.1% |
| All | -12.7% | +54.1% | -66.8% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling