+25.7%
ABNB vs LSCC
+181.9%
-156.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.5% |
| 7D | -4.0% | +1.3% | -5.3% | -4.4% |
| 30D | +19.3% | -9.7% | +29.0% | +22.8% |
| 3M | +36.1% | -23.7% | +59.8% | +44.8% |
| 6M | +34.2% | +26.5% | +7.7% | +16.3% |
| YTD | +34.1% | +57.5% | -23.5% | +5.0% |
| 1Y | +45.1% | +75.7% | -30.6% | +7.3% |
| 3Y | +37.1% | +19.5% | +17.7% | +9.2% |
| 5Y | +15.2% | +83.8% | -68.6% | -31.1% |
| All | +25.7% | +181.9% | -156.1% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling