+37.6%
LLY vs BABA
-19.6%
+57.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.7% |
| 7D | -4.5% | +11.6% | -16.1% | -3.7% |
| 30D | +13.9% | +2.3% | +11.6% | +14.2% |
| 3M | +13.8% | -13.7% | +27.4% | +12.6% |
| 6M | +37.6% | -21.9% | +59.5% | +41.0% |
| All | +37.6% | -19.6% | +57.2% | +41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling