-13.6%
BKNG vs LTH
+84.0%
-97.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.3% | +3.5% | +8.0% |
| 7D | +15.6% | +9.9% | +5.7% | +12.5% |
| 30D | +8.0% | +18.3% | -10.3% | +3.0% |
| 3M | -11.8% | +5.9% | -17.7% | -13.3% |
| 6M | +3.8% | +80.3% | -76.6% | -11.2% |
| YTD | -19.6% | +78.3% | -97.9% | -29.8% |
| 1Y | -13.6% | +81.0% | -94.6% | -25.1% |
| All | -13.6% | +84.0% | -97.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling