+213.2%
BKNG vs LIN
+357.9%
-144.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -13.1% | -4.0% | -9.2% | -10.8% |
| 30D | -18.5% | -4.9% | -13.6% | -15.8% |
| 3M | +5.8% | -9.2% | +15.0% | +12.3% |
| 6M | -2.1% | -2.6% | +0.4% | -1.4% |
| YTD | -18.6% | +10.5% | -29.2% | -25.0% |
| 1Y | -21.7% | -0.1% | -21.6% | -22.9% |
| 3Y | +40.9% | +25.4% | +15.5% | +17.3% |
| 5Y | +91.0% | +59.7% | +31.3% | +33.3% |
| 10Y | +213.2% | +369.0% | -155.8% | +22.4% |
| All | +213.2% | +357.9% | -144.8% | +22.4% |
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