+795.1%
BKNG vs LEN
+937.1%
-142.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +1.5% |
| 7D | -10.7% | -7.8% | -2.9% | -8.6% |
| 30D | -18.1% | -11.0% | -7.1% | -15.4% |
| 3M | +8.5% | -12.8% | +21.3% | +12.6% |
| 6M | -0.1% | -20.2% | +20.1% | +6.0% |
| YTD | -18.2% | -23.0% | +4.8% | -12.8% |
| 1Y | -19.9% | -41.8% | +22.0% | -8.0% |
| 3Y | +41.6% | -28.8% | +70.4% | +49.4% |
| 5Y | +93.1% | -12.6% | +105.7% | +89.3% |
| 10Y | +214.8% | +101.7% | +113.1% | +127.7% |
| All | +795.1% | +937.1% | -142.0% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling