+57.3%
LLY vs BABA
-34.7%
+92.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.7% |
| 7D | +10.1% | +4.3% | +5.8% | +10.1% |
| 30D | +24.0% | -5.0% | +29.0% | +24.0% |
| 3M | +27.3% | -18.4% | +45.7% | +26.8% |
| 6M | +47.0% | -20.3% | +67.2% | +48.5% |
| YTD | +32.6% | -27.5% | +60.1% | +33.2% |
| 1Y | +57.3% | -35.3% | +92.7% | +55.8% |
| All | +57.3% | -34.7% | +92.0% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling