+1,618.0%
LITE vs BABA
+13.9%
+1,604.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.7% | +14.4% | +11.8% |
| 7D | -12.9% | +3.8% | -16.7% | -14.4% |
| 30D | -46.0% | -5.4% | -40.6% | -45.4% |
| 3M | -33.0% | -17.9% | -15.1% | -29.6% |
| 6M | -34.0% | -24.1% | -10.0% | -29.2% |
| YTD | +61.7% | -27.4% | +89.2% | +74.0% |
| 1Y | +148.3% | -36.1% | +184.4% | +178.8% |
| 3Y | +1,408.5% | +35.4% | +1,373.1% | +1,162.3% |
| 5Y | +546.2% | -30.1% | +576.3% | +539.7% |
| All | +1,618.0% | +13.9% | +1,604.2% | +961.2% |
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