-13.6%
BKNG vs LH
+44.2%
-57.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.9% | +5.9% | +8.3% |
| 7D | +15.6% | +2.1% | +13.5% | +14.6% |
| 30D | +8.0% | +19.2% | -11.2% | +1.0% |
| 3M | -11.8% | +18.0% | -29.8% | -17.1% |
| 6M | +3.8% | +46.1% | -42.3% | -9.3% |
| YTD | -19.6% | +47.7% | -67.3% | -29.2% |
| 1Y | -13.6% | +47.2% | -60.8% | -24.5% |
| All | -13.6% | +44.2% | -57.8% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling