+25.2%
LQD vs BABA
+8.5%
+16.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -1.6% | -13.8% | +12.1% | -1.3% |
| 30D | +0.5% | -15.1% | +15.6% | +0.9% |
| 3M | -2.3% | -22.7% | +20.4% | -1.7% |
| 6M | -3.1% | -34.7% | +31.6% | -2.1% |
| YTD | -3.0% | -35.0% | +32.0% | -2.1% |
| 1Y | -2.6% | -40.4% | +37.9% | -1.5% |
| 3Y | +15.2% | +21.9% | -6.7% | +13.6% |
| 5Y | -5.2% | -39.9% | +34.7% | -5.9% |
| All | +25.2% | +8.5% | +16.7% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling