+581.8%
LRCX vs ABNB
+16.2%
+565.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.4% |
| 7D | +9.5% | -7.4% | +17.0% | +12.5% |
| 30D | +3.1% | -8.2% | +11.2% | +5.9% |
| 3M | -3.4% | +29.1% | -32.5% | -14.4% |
| 6M | +49.7% | +26.6% | +23.1% | +33.5% |
| YTD | +84.9% | +25.0% | +59.9% | +65.2% |
| 1Y | +200.8% | +37.0% | +163.8% | +158.8% |
| 3Y | +385.1% | +16.3% | +368.7% | +333.3% |
| 5Y | +460.5% | +2.2% | +458.3% | +384.5% |
| All | +581.8% | +16.2% | +565.6% | +487.4% |
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 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