+580.4%
LITE vs ABNB
-5.9%
+586.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | +6.5% | +16.1% | +19.8% |
| 30D | -36.8% | +9.4% | -46.2% | -39.1% |
| 3M | -33.0% | +0.6% | -33.6% | -34.2% |
| 6M | -37.1% | +33.7% | -70.7% | -45.6% |
| YTD | +69.5% | +33.5% | +36.0% | +45.6% |
| 1Y | +146.1% | +48.8% | +97.3% | +102.1% |
| 3Y | +1,440.8% | +53.3% | +1,387.5% | +1,127.1% |
| 5Y | +580.4% | -12.3% | +592.7% | +492.4% |
| All | +580.4% | -5.9% | +586.3% | +492.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling