-40.4%
BABA vs LVS
-39.3%
-1.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.2% | -4.8% | -6.4% |
| 7D | -12.7% | -3.9% | -8.8% | -11.6% |
| 30D | -14.9% | +7.1% | -21.9% | -16.4% |
| 3M | -24.6% | -13.2% | -11.4% | -22.2% |
| 6M | -29.3% | -22.8% | -6.5% | -25.1% |
| YTD | -35.0% | -38.0% | +3.0% | -26.1% |
| All | -40.4% | -39.3% | -1.1% | -31.9% |
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 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