+31.5%
ABNB vs LII
+32.0%
-0.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.7% |
| 7D | +11.2% | -1.2% | +12.4% | +11.7% |
| 30D | +14.7% | -2.0% | +16.7% | +15.2% |
| 3M | +6.9% | -20.2% | +27.1% | +16.6% |
| 6M | +34.5% | -32.5% | +67.0% | +54.0% |
| YTD | +40.2% | -27.4% | +67.6% | +52.4% |
| 1Y | +57.4% | -28.2% | +85.6% | +71.8% |
| 3Y | +64.7% | -7.2% | +72.0% | +47.5% |
| 5Y | -2.3% | +19.9% | -22.2% | -31.6% |
| All | +31.5% | +32.0% | -0.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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