+28.2%
BABA vs LVS
-2.4%
+30.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | -1.5% | -3.3% | -4.1% |
| 30D | -11.9% | -3.2% | -8.7% | -10.8% |
| 3M | -9.3% | -12.0% | +2.7% | -4.5% |
| 6M | -14.2% | -19.9% | +5.6% | -6.4% |
| YTD | -22.0% | -30.6% | +8.6% | -10.1% |
| 1Y | -12.7% | -17.7% | +5.0% | -7.6% |
| 3Y | +26.7% | -14.2% | +40.9% | +28.0% |
| 5Y | -29.3% | +9.6% | -39.0% | -37.8% |
| 10Y | +21.2% | +5.7% | +15.6% | +0.1% |
| All | +28.2% | -2.4% | +30.6% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling