+741.5%
BKNG vs LIN
+4,579.7%
-3,838.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.2% |
| 7D | +6.3% | +0.1% | +6.2% | +6.4% |
| 30D | +2.0% | +7.6% | -5.6% | -2.1% |
| 3M | -23.6% | +6.5% | -30.1% | -26.3% |
| 6M | -1.0% | +6.2% | -7.2% | -4.7% |
| YTD | -23.1% | +23.2% | -46.4% | -32.6% |
| 1Y | -16.5% | +25.4% | -41.9% | -27.5% |
| 3Y | +39.0% | +38.3% | +0.7% | +13.0% |
| 5Y | +58.0% | +64.4% | -6.4% | +16.2% |
| 10Y | +166.5% | +417.3% | -250.8% | +2.2% |
| All | +741.5% | +4,579.7% | -3,838.3% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling