+79.8%
BKNG vs LTH
+150.5%
-70.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -10.0% | -4.0% | -6.0% | -9.0% |
| 30D | -18.1% | -5.3% | -12.8% | -16.9% |
| 3M | +6.3% | +19.0% | -12.7% | +1.8% |
| 6M | +0.8% | +55.8% | -54.9% | -10.6% |
| YTD | -18.4% | +56.1% | -74.6% | -27.8% |
| 1Y | -20.4% | +41.3% | -61.6% | -27.9% |
| 3Y | +39.5% | +156.6% | -117.1% | +5.4% |
| All | +79.8% | +150.5% | -70.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling