+842.0%
LLY vs ABNB
+28.0%
+814.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.5% |
| 7D | +1.6% | +11.9% | -10.3% | +1.0% |
| 30D | +21.5% | +12.7% | +8.8% | +20.6% |
| 3M | +16.4% | +1.2% | +15.2% | +16.3% |
| 6M | +51.5% | +32.1% | +19.4% | +49.2% |
| YTD | +33.9% | +37.7% | -3.8% | +31.5% |
| 1Y | +49.1% | +55.5% | -6.4% | +45.6% |
| 3Y | +144.6% | +58.2% | +86.4% | +139.2% |
| 5Y | +466.3% | -2.8% | +469.1% | +449.3% |
| All | +842.0% | +28.0% | +814.0% | +831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling