+209.9%
BKNG vs LII
+170.6%
+39.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | -10.7% | -3.5% | -7.2% | -9.4% |
| 30D | -18.1% | -13.5% | -4.6% | -13.6% |
| 3M | +8.5% | -26.0% | +34.5% | +19.3% |
| 6M | -0.1% | -26.8% | +26.8% | +9.2% |
| YTD | -18.2% | -22.9% | +4.6% | -13.3% |
| 1Y | -19.9% | -32.6% | +12.8% | -10.6% |
| 3Y | +41.6% | -1.3% | +42.9% | +28.4% |
| 5Y | +93.1% | +23.1% | +70.0% | +53.6% |
| All | +209.9% | +170.6% | +39.3% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling