+543.8%
LRCX vs ABNB
+16.6%
+527.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | -3.1% | -6.5% | +3.4% | -0.7% |
| 30D | -8.6% | -5.5% | -3.1% | -7.0% |
| 3M | -17.7% | +30.0% | -47.7% | -27.2% |
| 6M | +36.4% | +27.6% | +8.8% | +21.3% |
| YTD | +74.5% | +25.4% | +49.1% | +55.8% |
| 1Y | +159.4% | +38.3% | +121.1% | +122.4% |
| 3Y | +361.6% | +15.5% | +346.1% | +313.4% |
| 5Y | +425.2% | +3.0% | +422.2% | +353.1% |
| All | +543.8% | +16.6% | +527.2% | +454.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling