+29.2%
ABNB vs LSCC
+170.5%
-141.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | +11.9% | +5.0% | +6.9% | +10.1% |
| 30D | +12.7% | -11.7% | +24.4% | +16.0% |
| 3M | +1.2% | -13.3% | +14.5% | +3.6% |
| 6M | +32.1% | -12.5% | +44.6% | +30.3% |
| YTD | +37.7% | +51.2% | -13.5% | +7.3% |
| 1Y | +55.5% | +65.9% | -10.4% | +16.3% |
| 3Y | +58.2% | +95.3% | -37.2% | -1.9% |
| 5Y | -2.8% | +38.6% | -41.4% | -38.6% |
| All | +29.2% | +170.5% | -141.4% | -22.1% |
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