+639.2%
LLY vs ABNB
+19.5%
+619.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.0% |
| 7D | -3.1% | -4.4% | +1.3% | -2.9% |
| 30D | -5.1% | -2.0% | -3.1% | -5.0% |
| 3M | -2.1% | +29.8% | -31.9% | -3.3% |
| 6M | +13.8% | +31.0% | -17.2% | +12.2% |
| YTD | +5.1% | +28.6% | -23.5% | +3.6% |
| 1Y | +53.1% | +40.1% | +13.1% | +50.4% |
| 3Y | +95.6% | +19.7% | +75.9% | +92.1% |
| 5Y | +361.5% | +6.5% | +355.0% | +352.7% |
| All | +639.2% | +19.5% | +619.6% | +634.5% |
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