+463.9%
LLY vs BABA
-30.9%
+494.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.0% | +4.3% |
| 7D | +0.1% | +3.8% | -3.8% | 0.0% |
| 30D | +19.7% | -5.4% | +25.1% | +19.8% |
| 3M | +19.3% | -17.9% | +37.2% | +19.7% |
| 6M | +49.3% | -24.1% | +73.4% | +50.2% |
| YTD | +32.0% | -27.4% | +59.5% | +32.8% |
| 1Y | +53.7% | -36.1% | +89.8% | +55.0% |
| 3Y | +143.7% | +35.4% | +108.4% | +141.9% |
| 5Y | +463.9% | -30.1% | +494.0% | +459.8% |
| All | +463.9% | -30.9% | +494.8% | +459.8% |
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