-12.8%
BKNG vs LH
+20.0%
-32.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.5% |
| 7D | -6.0% | -2.5% | -3.5% | -5.3% |
| 30D | -6.6% | +4.3% | -11.0% | -7.8% |
| 3M | +15.7% | +25.5% | -9.8% | +8.7% |
| 6M | +14.1% | +17.0% | -2.8% | +7.7% |
| YTD | -9.3% | +31.3% | -40.6% | -14.8% |
| 1Y | -12.8% | +20.0% | -32.7% | -18.5% |
| All | -12.8% | +20.0% | -32.8% | -18.5% |
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