+80.3%
BKNG vs LTH
+150.3%
-70.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | -10.7% | -3.7% | -6.9% | -9.7% |
| 30D | -18.1% | -5.3% | -12.8% | -16.9% |
| 3M | +8.5% | +24.2% | -15.7% | +2.8% |
| 6M | -0.1% | +54.8% | -54.9% | -11.3% |
| YTD | -18.2% | +56.1% | -74.3% | -27.7% |
| 1Y | -19.9% | +45.5% | -65.4% | -28.0% |
| 3Y | +41.6% | +155.9% | -114.3% | +7.1% |
| All | +80.3% | +150.3% | -70.1% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling