+36.3%
BABA vs LVS
-11.1%
+47.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.5% |
| 7D | +11.6% | +11.1% | +0.6% | +7.3% |
| 30D | +2.3% | +14.7% | -12.4% | -2.9% |
| 3M | -13.7% | -10.9% | -2.7% | -10.1% |
| 6M | -21.9% | -22.3% | +0.4% | -14.6% |
| YTD | -24.6% | -35.8% | +11.2% | -11.7% |
| 1Y | -34.1% | -33.5% | -0.6% | -24.0% |
| 3Y | +36.3% | -11.7% | +48.0% | +29.7% |
| All | +36.3% | -11.1% | +47.4% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling