-19.5%
BABA vs LVS
-16.6%
-2.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -12.3% | -3.9% | -8.4% | -11.6% |
| 3M | -5.3% | -12.9% | +7.5% | -2.5% |
| 6M | -13.1% | -16.9% | +3.9% | -9.5% |
| YTD | -22.4% | -31.2% | +8.8% | -16.0% |
| 1Y | -19.5% | -16.4% | -3.1% | -14.4% |
| All | -19.5% | -16.6% | -2.8% | -14.4% |
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