+232.7%
LITE vs BKNG
-13.7%
+246.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +9.8% | -17.7% | -1.7% |
| 7D | -31.4% | +15.6% | -47.0% | -24.2% |
| 30D | -42.6% | +8.0% | -50.6% | -38.5% |
| 3M | -26.2% | -11.8% | -14.4% | -28.5% |
| 6M | -35.8% | +3.8% | -39.6% | -32.7% |
| YTD | +70.0% | -19.6% | +89.7% | +84.4% |
| 1Y | +232.7% | -13.6% | +246.3% | +258.4% |
| All | +232.7% | -13.7% | +246.4% | +258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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