+2,331.0%
LITE vs BABA
+19.8%
+2,311.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.6% |
| 7D | -1.5% | -4.8% | +3.2% | 0.0% |
| 30D | +6.7% | -11.9% | +18.6% | +10.6% |
| 3M | -6.8% | -9.3% | +2.5% | -4.6% |
| 6M | +29.4% | -14.2% | +43.7% | +34.6% |
| YTD | +139.1% | -22.0% | +161.1% | +153.6% |
| 1Y | +521.0% | -12.7% | +533.7% | +533.1% |
| 3Y | +1,535.3% | +26.7% | +1,508.6% | +1,310.3% |
| 5Y | +889.8% | -29.3% | +919.2% | +883.8% |
| All | +2,331.0% | +19.8% | +2,311.3% | +1,402.7% |
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