+174.3%
BKNG vs LSCC
+1,351.6%
-1,177.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +0.2% |
| 7D | -0.7% | +7.0% | -7.7% | -2.4% |
| 30D | -0.7% | -2.3% | +1.6% | -1.2% |
| 3M | -25.0% | -12.5% | -12.5% | -24.1% |
| 6M | +3.4% | -10.6% | +14.0% | +1.5% |
| YTD | -25.0% | +52.7% | -77.7% | -37.3% |
| 1Y | -20.7% | +74.0% | -94.6% | -36.1% |
| 3Y | +30.9% | +104.8% | -73.9% | -7.1% |
| 5Y | +66.6% | +36.2% | +30.3% | +24.3% |
| All | +174.3% | +1,351.6% | -1,177.3% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling