+177.0%
BKNG vs LIN
+420.6%
-243.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | +2.3% | +6.2% | -3.8% | -1.4% |
| 3M | -23.9% | +9.3% | -33.2% | -28.1% |
| 6M | +0.9% | +4.4% | -3.5% | -2.2% |
| YTD | -24.2% | +23.7% | -47.9% | -35.0% |
| 1Y | -21.4% | +23.5% | -44.9% | -32.6% |
| 3Y | +34.2% | +35.8% | -1.6% | +6.4% |
| 5Y | +68.3% | +65.9% | +2.4% | +14.8% |
| All | +177.0% | +420.6% | -243.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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