-35.7%
BABA vs LTH
+174.8%
-210.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.2% | -2.9% | -6.0% |
| 7D | -12.7% | -4.6% | -8.1% | -11.6% |
| 30D | -14.9% | +14.8% | -29.7% | -17.8% |
| 3M | -24.6% | +3.9% | -28.6% | -25.6% |
| 6M | -29.3% | +35.5% | -64.8% | -35.2% |
| YTD | -35.0% | +71.3% | -106.4% | -44.3% |
| 1Y | -39.7% | +75.7% | -115.4% | -48.8% |
| 3Y | +21.2% | +231.9% | -210.8% | -17.3% |
| 5Y | -39.9% | +130.5% | -170.4% | -62.2% |
| All | -35.7% | +174.8% | -210.6% | -59.9% |
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