+39.8%
BKNG vs LOW
-10.3%
+50.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -10.7% | -2.6% | -8.0% | -9.6% |
| 30D | -18.1% | -11.1% | -7.0% | -13.9% |
| 3M | +8.5% | -8.5% | +17.0% | +12.9% |
| 6M | -0.1% | -20.8% | +20.8% | +9.3% |
| YTD | -18.2% | -17.2% | -1.0% | -12.4% |
| 1Y | -19.9% | -24.7% | +4.9% | -11.0% |
| All | +39.8% | -10.3% | +50.1% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 3y: compounded portfolio wealth divided by compounded LOW 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…
3y analysis · Full analysis span regression · 6 months rolling