+20.2%
BABA vs LVS
-10.9%
+31.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.5% |
| 7D | -3.6% | -1.3% | -2.3% | -3.0% |
| 30D | -8.4% | +12.2% | -20.6% | -13.0% |
| 3M | -20.6% | -11.3% | -9.3% | -16.5% |
| 6M | -25.4% | -21.6% | -3.8% | -17.4% |
| YTD | -30.1% | -36.6% | +6.5% | -15.7% |
| 1Y | -36.3% | -38.4% | +2.1% | -22.2% |
| 3Y | +30.4% | -10.2% | +40.5% | +28.6% |
| 5Y | -35.7% | +9.4% | -45.2% | -43.3% |
| All | +20.2% | -10.9% | +31.0% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling