+2,430.7%
LLY vs BABA
+23.9%
+2,406.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.6% | -6.4% | -3.9% |
| 7D | -0.7% | +8.6% | -9.2% | -1.2% |
| 30D | +17.9% | -1.1% | +19.0% | +17.9% |
| 3M | +16.8% | -15.9% | +32.7% | +18.1% |
| 6M | +38.4% | -17.5% | +56.0% | +39.9% |
| YTD | +27.6% | -25.6% | +53.2% | +29.6% |
| 1Y | +48.3% | -33.8% | +82.2% | +51.8% |
| 3Y | +145.4% | +34.6% | +110.7% | +134.9% |
| 5Y | +438.9% | -27.7% | +466.6% | +437.2% |
| 10Y | +2,101.6% | +17.7% | +2,083.9% | +1,860.5% |
| All | +2,430.7% | +23.9% | +2,406.9% | +2,063.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling