+2.2%
ABNB vs LH
+28.2%
-26.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.3% |
| 7D | -7.4% | -3.2% | -4.3% | -6.0% |
| 30D | -8.2% | +0.1% | -8.3% | -8.2% |
| 3M | +29.1% | +18.6% | +10.5% | +19.5% |
| 6M | +26.6% | +17.9% | +8.6% | +17.3% |
| YTD | +25.0% | +28.9% | -4.0% | +10.7% |
| 1Y | +37.0% | +16.6% | +20.4% | +26.7% |
| 3Y | +16.3% | +63.6% | -47.2% | -10.5% |
| 5Y | +2.2% | +30.0% | -27.8% | -14.9% |
| All | +2.2% | +28.2% | -26.0% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling