+31.3%
ABNB vs LII
+29.2%
+2.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.0% | +13.6% | +12.5% |
| 7D | +15.6% | -0.6% | +16.2% | +15.9% |
| 30D | +18.3% | -4.6% | +22.9% | +20.1% |
| 3M | +25.3% | -21.2% | +46.5% | +37.4% |
| 6M | +35.8% | -36.4% | +72.3% | +59.6% |
| YTD | +40.0% | -28.9% | +68.9% | +53.5% |
| 1Y | +57.6% | -29.5% | +87.2% | +73.3% |
| 3Y | +60.8% | -8.6% | +69.3% | +44.7% |
| 5Y | -5.8% | +20.2% | -26.0% | -33.8% |
| All | +31.3% | +29.2% | +2.1% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling