+31.3%
ABNB vs LSCC
+155.4%
-124.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.1% | +4.5% | +9.4% |
| 7D | +15.6% | +13.0% | +2.6% | +10.9% |
| 30D | +18.3% | -19.8% | +38.1% | +25.7% |
| 3M | +25.3% | -18.4% | +43.7% | +31.0% |
| 6M | +35.8% | -16.1% | +51.9% | +35.7% |
| YTD | +40.0% | +42.7% | -2.7% | +11.3% |
| 1Y | +57.6% | +68.0% | -10.4% | +16.8% |
| 3Y | +60.8% | +85.8% | -25.1% | +1.3% |
| 5Y | -5.8% | +28.0% | -33.8% | -39.0% |
| All | +31.3% | +155.4% | -124.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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