+574.8%
LITE vs ABNB
+30.3%
+544.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | -12.9% | +11.2% | -24.1% | -15.5% |
| 30D | -46.0% | +14.7% | -60.7% | -48.3% |
| 3M | -33.0% | +6.9% | -39.9% | -35.3% |
| 6M | -34.0% | +34.5% | -68.5% | -41.6% |
| YTD | +61.7% | +40.2% | +21.5% | +40.5% |
| 1Y | +148.3% | +57.4% | +90.9% | +107.3% |
| 3Y | +1,408.5% | +64.7% | +1,343.8% | +1,130.3% |
| 5Y | +546.2% | -2.3% | +548.4% | +458.2% |
| All | +574.8% | +30.3% | +544.5% | +498.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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