longbridge-performance-attribution

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

• User wants to understand the sources of their portfolio P&L: "我的超额收益来自哪里", "是选股好还是配置好", "performance attribution AAPL TSLA", "我的 alpha 来源".
• Requires Longbridge login with Trade scope to read positions.

Workflow

1. Fetch portfolio positions:

   longbridge positions --format json

2. Fetch portfolio P&L:

   longbridge portfolio --format json

3. Fetch benchmark daily candles (default: SPX.US for US, HSI.HK for HK, 000300.SH for CN):

   longbridge kline <BENCHMARK> --period day --count 252 --format json

4. Fetch each position's daily candles (up to 10 positions; skip if > 10, note limitation):

   longbridge kline <SYMBOL> --period day --count 252 --format json

5. Brinson Attribution (use current weights from positions; group by industry):
   • Allocation effect = (w_p,i − w_b,i) × (r_b,i − r_b)
   • Selection effect = w_b,i × (r_p,i − r_b,i)
   • Interaction = (w_p,i − w_b,i) × (r_p,i − r_b,i)
   • Total active return = sum of all three
6. Factor decomposition (OLS regression of portfolio excess return on factors):
   • Market: (r_benchmark − r_f)
   • Momentum: (60-day return rank)
   • Report α (intercept), β_market, with t-stats
7. Timing (T-M model): regress portfolio excess return on (r_b − r_f) + (r_b − r_f)²; γ > 0 indicates positive timing ability.

longbridge positions --help

longbridge portfolio --help

CLI

longbridge positions --help
longbridge portfolio --help
longbridge kline --help

longbridge positions --format json
longbridge portfolio --format json
longbridge kline <BENCHMARK> --period day --count 252 --format json
longbridge kline <SYMBOL>    --period day --count 252 --format json

Output

Error handling

command not found: longbridge

not logged in

unauthorized

longbridge auth login

longbridge auth login

longbridge auth login

MCP fallback

• mcp__longbridge__positions

  for holdings;

  mcp__longbridge__candlesticks

  for price series when CLI is unavailable.

Related skills

• longbridge-portfolio

  — P&L curve and account-level summary

• longbridge-positions

  — raw holdings

• longbridge-multifactor

  — factor model for stock selection

• longbridge-correlation

  — covariance matrix for factor decomposition

File layout

longbridge-performance-attribution/
└── SKILL.md