+372.0%
LLY vs BABA
-30.9%
+402.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.1% | -4.8% | +2.6% | -2.1% |
| 30D | -1.6% | -11.9% | +10.3% | -1.4% |
| 3M | +2.3% | -9.3% | +11.6% | +2.5% |
| 6M | +14.9% | -14.2% | +29.1% | +15.2% |
| YTD | +7.5% | -22.0% | +29.5% | +8.0% |
| 1Y | +55.7% | -12.7% | +68.4% | +55.8% |
| 3Y | +110.6% | +26.7% | +83.9% | +108.9% |
| All | +372.0% | -30.9% | +402.9% | +361.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling