+35.5%
LQD vs BABA
+16.4%
+19.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -0.5% | -3.6% | +3.1% | -0.4% |
| 30D | +1.7% | -8.4% | +10.1% | +1.9% |
| 3M | -0.7% | -20.6% | +19.9% | -0.3% |
| 6M | -2.2% | -25.4% | +23.1% | -1.7% |
| YTD | -1.9% | -30.1% | +28.2% | -1.3% |
| 1Y | -2.0% | -36.3% | +34.2% | -1.3% |
| 3Y | +16.5% | +30.4% | -13.9% | +15.1% |
| 5Y | -4.2% | -35.7% | +31.5% | -5.1% |
| 10Y | +26.0% | +16.0% | +10.0% | +25.3% |
| All | +35.5% | +16.4% | +19.1% | +35.9% |
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 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