+15.9%
ABNB vs LH
+85.8%
-69.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.5% |
| 7D | -9.5% | -7.4% | -2.1% | -6.8% |
| 30D | -9.4% | -4.6% | -4.8% | -7.7% |
| 3M | +29.9% | +14.5% | +15.3% | +23.3% |
| 6M | +26.6% | +14.8% | +11.8% | +19.9% |
| YTD | +23.5% | +23.3% | +0.3% | +13.5% |
| 1Y | +35.8% | +13.6% | +22.2% | +28.5% |
| 3Y | +15.0% | +56.3% | -41.4% | -5.1% |
| 5Y | +1.5% | +25.2% | -23.7% | -18.4% |
| All | +15.9% | +85.8% | -69.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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