+39.8%
BKNG vs LEN
-28.8%
+68.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +1.4% |
| 7D | -10.7% | -7.8% | -2.9% | -8.9% |
| 30D | -18.1% | -11.0% | -7.1% | -15.8% |
| 3M | +8.5% | -12.8% | +21.3% | +11.8% |
| 6M | -0.1% | -20.2% | +20.1% | +4.5% |
| YTD | -18.2% | -23.0% | +4.8% | -14.2% |
| 1Y | -19.9% | -41.8% | +22.0% | -11.4% |
| All | +39.8% | -28.8% | +68.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling