-16.8%
BKNG vs LIN
+25.4%
-42.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | +6.3% | +0.1% | +6.2% | +6.2% |
| 30D | +2.0% | +7.6% | -5.6% | +1.1% |
| 3M | -23.6% | +6.5% | -30.1% | -24.1% |
| 6M | -1.0% | +6.2% | -7.2% | -1.1% |
| YTD | -23.1% | +23.2% | -46.4% | -26.9% |
| All | -16.8% | +25.4% | -42.2% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling