+55.7%
LLY vs ABNB
+46.0%
+9.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | -2.1% | -4.0% | +1.8% | -1.6% |
| 30D | -1.6% | +19.3% | -20.9% | -3.4% |
| 3M | +2.3% | +36.1% | -33.8% | -1.1% |
| 6M | +14.9% | +34.2% | -19.3% | +11.0% |
| YTD | +7.5% | +34.1% | -26.6% | +3.6% |
| 1Y | +55.7% | +45.1% | +10.6% | +50.4% |
| All | +55.7% | +46.0% | +9.7% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling