+111.0%
BKNG vs LIN
+61.6%
+49.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.4% |
| 7D | -6.0% | -2.1% | -3.9% | -4.7% |
| 30D | -6.6% | -2.4% | -4.2% | -5.2% |
| 3M | +15.7% | -5.6% | +21.3% | +19.5% |
| 6M | +14.1% | -3.4% | +17.5% | +15.4% |
| YTD | -9.3% | +13.1% | -22.4% | -18.0% |
| 1Y | -12.8% | +2.5% | -15.2% | -15.6% |
| 3Y | +58.4% | +27.6% | +30.8% | +28.0% |
| All | +111.0% | +61.6% | +49.5% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling