-12.3%
ABNB vs LSCC
+47.5%
-59.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.4% | -13.4% | -6.5% |
| 7D | +2.7% | +14.5% | -11.8% | -2.2% |
| 30D | +10.8% | -0.1% | +10.8% | +9.2% |
| 3M | -2.1% | -2.7% | +0.6% | -3.8% |
| 6M | +32.2% | -4.8% | +37.0% | +26.3% |
| YTD | +33.5% | +66.9% | -33.4% | -1.1% |
| 1Y | +47.8% | +85.8% | -38.0% | +4.2% |
| 3Y | +53.3% | +115.6% | -62.3% | -12.0% |
| All | -12.3% | +47.5% | -59.8% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling