-12.7%
BABA vs LVS
-18.2%
+5.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -4.8% | -1.5% | -3.3% | -4.4% |
| 30D | -11.9% | -3.2% | -8.7% | -11.4% |
| 3M | -9.3% | -12.0% | +2.7% | -6.8% |
| 6M | -14.2% | -19.9% | +5.6% | -10.2% |
| YTD | -22.0% | -30.6% | +8.6% | -16.1% |
| 1Y | -12.7% | -17.7% | +5.0% | -6.5% |
| All | -12.7% | -18.2% | +5.5% | -6.5% |
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