+17.6%
LQD vs BABA
+34.4%
-16.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +0.2% | +11.6% | -11.4% | +0.1% |
| 30D | +2.4% | +2.3% | +0.1% | +2.3% |
| 3M | -0.9% | -13.7% | +12.8% | -0.7% |
| 6M | -2.3% | -21.9% | +19.6% | -1.9% |
| YTD | -1.7% | -24.6% | +22.9% | -1.4% |
| 1Y | -1.6% | -34.1% | +32.5% | -1.1% |
| 3Y | +17.6% | +36.3% | -18.7% | +15.5% |
| All | +17.6% | +34.4% | -16.8% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling