-35.7%
BABA vs LTH
+180.7%
-216.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.5% |
| 7D | -13.8% | -1.3% | -12.5% | -13.5% |
| 30D | -15.1% | +15.7% | -30.8% | -18.2% |
| 3M | -22.7% | +5.0% | -27.7% | -23.9% |
| 6M | -34.7% | +37.7% | -72.4% | -40.3% |
| YTD | -35.0% | +75.0% | -110.0% | -44.6% |
| 1Y | -40.4% | +82.6% | -123.1% | -49.9% |
| 3Y | +21.9% | +241.3% | -219.4% | -17.4% |
| 5Y | -39.9% | +135.4% | -175.3% | -62.4% |
| All | -35.7% | +180.7% | -216.5% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling