-20.2%
BKNG vs LH
+13.2%
-33.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.9% |
| 7D | -10.7% | -7.4% | -3.3% | -8.5% |
| 30D | -18.1% | -4.6% | -13.5% | -16.9% |
| 3M | +8.5% | +14.5% | -6.0% | +4.5% |
| 6M | -0.1% | +14.8% | -14.9% | -4.0% |
| YTD | -18.2% | +23.3% | -41.5% | -21.7% |
| All | -20.2% | +13.2% | -33.4% | -24.4% |
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