+1,321.8%
LITE vs BABA
+14.8%
+1,307.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +2.6% | -21.3% | -19.5% |
| 7D | -44.6% | +8.6% | -53.1% | -46.3% |
| 30D | -55.0% | -1.1% | -53.9% | -55.1% |
| 3M | -38.3% | -15.9% | -22.4% | -35.6% |
| 6M | -48.8% | -17.5% | -31.2% | -46.4% |
| YTD | +38.3% | -25.6% | +63.9% | +47.8% |
| 1Y | +119.0% | -33.8% | +152.8% | +143.6% |
| 3Y | +1,092.0% | +34.6% | +1,057.4% | +901.3% |
| 5Y | +446.1% | -27.7% | +473.7% | +434.1% |
| All | +1,321.8% | +14.8% | +1,307.0% | +796.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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