+2,898.2%
LITE vs BABA
+35.6%
+2,862.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.7% |
| 6M | -48.8% | -17.5% | -31.2% | -46.5% |
| YTD | +38.3% | -25.6% | +63.9% | +47.5% |
| 1Y | +119.0% | -33.8% | +152.8% | +142.9% |
| 3Y | +1,092.0% | +34.6% | +1,057.4% | +909.6% |
| 5Y | +446.1% | -27.7% | +473.7% | +428.6% |
| 10Y | +1,381.7% | +17.7% | +1,364.0% | +1,068.2% |
| All | +2,898.2% | +35.6% | +2,862.6% | +2,128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling