+2,614.7%
LITE vs BKNG
+209.1%
+2,405.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.6% |
| 7D | +13.6% | -13.1% | +26.7% | +19.8% |
| 30D | +21.6% | -18.5% | +40.1% | +31.0% |
| 3M | +20.3% | +5.8% | +14.6% | +12.8% |
| 6M | +54.4% | -2.1% | +56.5% | +47.5% |
| YTD | +168.3% | -18.6% | +187.0% | +176.7% |
| 1Y | +551.8% | -21.7% | +573.5% | +580.4% |
| 3Y | +1,891.5% | +40.9% | +1,850.6% | +1,441.7% |
| 5Y | +1,014.7% | +91.0% | +923.8% | +608.7% |
| 10Y | +2,614.7% | +213.2% | +2,401.6% | +1,052.9% |
| All | +2,614.7% | +209.1% | +2,405.7% | +1,052.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling