+209.9%
BKNG vs LSCC
+1,943.7%
-1,733.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.1% |
| 7D | -9.8% | +3.3% | -13.1% | -10.5% |
| 30D | -17.9% | -7.4% | -10.5% | -16.7% |
| 3M | +6.6% | -16.2% | +22.7% | +8.9% |
| 6M | +1.1% | +31.9% | -30.8% | -9.4% |
| YTD | -18.2% | +62.8% | -81.0% | -31.3% |
| 1Y | -20.2% | +81.4% | -101.6% | -35.4% |
| 3Y | +39.9% | +33.1% | +6.8% | +14.7% |
| 5Y | +93.1% | +90.8% | +2.4% | +34.7% |
| All | +209.9% | +1,943.7% | -1,733.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded LSCC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling