+41.1%
LLY vs BABA
-40.8%
+82.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.4% | -0.9% |
| 7D | +4.6% | -12.7% | +17.3% | +4.2% |
| 30D | +22.4% | -14.9% | +37.2% | +22.0% |
| 3M | +17.1% | -24.6% | +41.8% | +16.6% |
| 6M | +44.6% | -29.3% | +74.0% | +46.0% |
| YTD | +33.5% | -35.0% | +68.5% | +33.6% |
| 1Y | +41.1% | -39.7% | +80.8% | +40.2% |
| All | +41.1% | -40.8% | +82.0% | +40.2% |
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 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