+2,031.4%
LLY vs BABA
+29.8%
+2,001.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.1% | -4.8% | +2.6% | -1.8% |
| 30D | -1.6% | -11.9% | +10.3% | -0.8% |
| 3M | +2.3% | -9.3% | +11.6% | +2.8% |
| 6M | +14.9% | -14.2% | +29.1% | +15.8% |
| YTD | +7.5% | -22.0% | +29.5% | +8.9% |
| 1Y | +55.7% | -12.7% | +68.4% | +55.9% |
| 3Y | +110.6% | +26.7% | +83.9% | +102.8% |
| 5Y | +363.4% | -29.3% | +392.8% | +364.4% |
| 10Y | +1,649.0% | +21.2% | +1,627.7% | +1,458.4% |
| All | +2,031.4% | +29.8% | +2,001.6% | +1,717.8% |
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 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