+39.1%
BKNG vs LSCC
+24.3%
+14.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.6% |
| 7D | -13.1% | +1.4% | -14.5% | -13.3% |
| 30D | -18.5% | -10.0% | -8.5% | -17.6% |
| 3M | +5.8% | -16.1% | +21.8% | +7.0% |
| 6M | -2.1% | +27.4% | -29.5% | -8.8% |
| YTD | -18.6% | +56.9% | -75.6% | -27.5% |
| 1Y | -21.7% | +74.6% | -96.2% | -32.0% |
| All | +39.1% | +24.3% | +14.8% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling