+633.6%
LITE vs ABNB
+24.1%
+609.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.1% | +13.8% | +11.5% |
| 7D | +3.4% | +2.7% | +0.7% | +2.7% |
| 30D | -34.9% | +10.8% | -45.7% | -37.2% |
| 3M | -21.0% | -2.1% | -18.9% | -21.7% |
| 6M | -38.5% | +32.2% | -70.6% | -45.3% |
| YTD | +75.8% | +33.5% | +42.4% | +54.7% |
| 1Y | +156.7% | +47.8% | +108.9% | +118.2% |
| 3Y | +1,498.6% | +53.3% | +1,445.3% | +1,229.0% |
| 5Y | +610.9% | -5.5% | +616.4% | +520.9% |
| All | +633.6% | +24.1% | +609.5% | +559.2% |
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