+2,520.1%
LRCX vs BABA
+8.5%
+2,511.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +12.7% | -13.8% | +26.5% | +18.3% |
| 30D | -21.3% | -15.1% | -6.2% | -17.1% |
| 3M | -32.9% | -22.7% | -10.2% | -27.3% |
| 6M | -23.4% | -34.7% | +11.3% | -12.6% |
| YTD | +32.4% | -35.0% | +67.4% | +50.4% |
| 1Y | +48.0% | -40.4% | +88.4% | +73.4% |
| 3Y | +243.9% | +21.9% | +222.0% | +194.1% |
| 5Y | +280.6% | -39.9% | +320.5% | +300.3% |
| All | +2,520.1% | +8.5% | +2,511.6% | +1,798.7% |
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 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