+1,499.9%
LITE vs BKNG
+163.3%
+1,336.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.8% |
| 7D | -13.9% | +2.3% | -16.2% | -15.1% |
| 30D | -46.9% | -0.7% | -46.3% | -47.5% |
| 3M | -28.0% | -25.0% | -3.0% | -21.1% |
| 6M | -35.2% | -3.5% | -31.7% | -38.4% |
| YTD | +58.9% | -25.1% | +84.0% | +66.7% |
| 1Y | +125.3% | -19.0% | +144.3% | +126.3% |
| 3Y | +1,344.4% | +32.6% | +1,311.8% | +1,026.5% |
| 5Y | +541.2% | +58.6% | +482.5% | +339.6% |
| All | +1,499.9% | +163.3% | +1,336.6% | +628.4% |
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 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