+509.7%
LITE vs ABNB
+30.1%
+479.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.7% | -6.0% | +2.3% |
| 7D | -35.9% | +15.6% | -51.5% | -38.7% |
| 30D | -51.5% | +18.3% | -69.8% | -54.0% |
| 3M | -35.7% | +25.3% | -61.0% | -41.1% |
| 6M | -43.0% | +35.8% | -78.8% | -49.7% |
| YTD | +46.1% | +40.0% | +6.1% | +27.0% |
| 1Y | +124.7% | +57.6% | +67.1% | +87.5% |
| 3Y | +1,172.1% | +60.8% | +1,111.3% | +944.3% |
| 5Y | +477.0% | -5.8% | +482.8% | +400.9% |
| All | +509.7% | +30.1% | +479.5% | +440.9% |
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