0.0%
ABNB vs LTH
+152.0%
-151.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | -7.4% | -4.0% | -3.4% | -6.0% |
| 30D | -8.2% | -1.7% | -6.5% | -7.7% |
| 3M | +29.1% | +28.0% | +1.2% | +17.3% |
| 6M | +26.6% | +54.1% | -27.5% | +5.8% |
| YTD | +25.0% | +57.1% | -32.1% | +3.3% |
| 1Y | +37.0% | +45.8% | -8.8% | +16.1% |
| 3Y | +16.3% | +157.6% | -141.2% | -25.0% |
| All | 0.0% | +152.0% | -151.9% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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