-35.3%
BABA vs LVS
-31.5%
-3.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.5% | -1.6% | +3.1% |
| 7D | +4.3% | +13.4% | -9.1% | +0.9% |
| 30D | -5.0% | +12.2% | -17.2% | -7.8% |
| 3M | -18.4% | -10.7% | -7.6% | -16.7% |
| 6M | -20.3% | -19.8% | -0.4% | -16.7% |
| YTD | -27.5% | -35.8% | +8.3% | -20.2% |
| 1Y | -35.3% | -31.8% | -3.5% | -30.3% |
| All | -35.3% | -31.5% | -3.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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