+45.3%
LLY vs BABA
-34.6%
+80.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -4.5% | +11.6% | -16.1% | -4.3% |
| 30D | +13.9% | +2.3% | +11.6% | +14.0% |
| 3M | +13.8% | -13.7% | +27.4% | +13.5% |
| 6M | +37.6% | -21.9% | +59.5% | +39.4% |
| YTD | +26.6% | -24.6% | +51.2% | +27.1% |
| 1Y | +45.3% | -34.1% | +79.4% | +43.0% |
| All | +45.3% | -34.6% | +80.0% | +43.0% |
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