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  • ABNB vs LII✓SelectedUSD · LIIABNB vs LII performance historyLatest closeAs of-2.81%09/09
Stock and ETF performance explorer

ABNB vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17.2%
LII return
+41.4%
Excess return
-24.2%
Maximum drawdown
-62.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D-2.8%-2.4%-0.4%-1.8%
7D-7.4%+0.5%-7.9%-7.6%
30D-8.2%-11.2%+3.1%-3.5%
3M+29.1%-28.8%+57.9%+45.9%
6M+26.6%-26.9%+53.5%+39.7%
YTD+25.0%-22.2%+47.2%+32.8%
1Y+37.0%-32.0%+69.0%+54.4%
3Y+16.3%-0.4%+16.8%+1.5%
5Y+2.2%+22.4%-20.3%-29.4%
All+17.2%+41.4%-24.2%-27.6%

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