+443.8%
LLY vs BABA
-28.1%
+471.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -4.5% | +11.6% | -16.1% | -4.7% |
| 30D | +13.9% | +2.3% | +11.6% | +13.9% |
| 3M | +13.8% | -13.7% | +27.4% | +14.1% |
| 6M | +37.6% | -21.9% | +59.5% | +38.4% |
| YTD | +26.6% | -24.6% | +51.2% | +27.2% |
| 1Y | +45.3% | -34.1% | +79.4% | +46.5% |
| 3Y | +132.2% | +36.3% | +96.0% | +130.5% |
| All | +443.8% | -28.1% | +471.9% | +439.7% |
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