+91.7%
BKNG vs LH
+25.1%
+66.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 6M | -0.1% | +14.8% | -14.9% | -4.3% |
| YTD | -18.2% | +23.3% | -41.5% | -23.6% |
| 1Y | -19.9% | +13.6% | -33.5% | -23.5% |
| 3Y | +41.6% | +56.3% | -14.7% | +19.8% |
| All | +91.7% | +25.1% | +66.6% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling