+221.6%
LRCX vs BABA
+34.4%
+187.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.3% | +7.0% | +7.9% |
| 7D | -16.2% | +11.6% | -27.8% | -19.0% |
| 30D | -39.2% | +2.3% | -41.5% | -39.7% |
| 3M | -34.4% | -13.7% | -20.7% | -32.0% |
| 6M | -32.4% | -21.9% | -10.5% | -28.0% |
| YTD | +17.4% | -24.6% | +42.1% | +25.7% |
| 1Y | +24.2% | -34.1% | +58.3% | +38.0% |
| 3Y | +221.6% | +36.3% | +185.3% | +185.2% |
| All | +221.6% | +34.4% | +187.2% | +185.2% |
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