+1,568.0%
LITE vs BKNG
+167.8%
+1,400.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +22.6% | -4.5% | +27.0% | +24.6% |
| 30D | -36.8% | +2.3% | -39.1% | -38.2% |
| 3M | -33.0% | -23.9% | -9.1% | -27.0% |
| 6M | -37.1% | +0.9% | -37.9% | -41.1% |
| YTD | +69.5% | -24.2% | +93.7% | +77.0% |
| 1Y | +146.1% | -21.4% | +167.5% | +151.9% |
| 3Y | +1,440.8% | +34.2% | +1,406.6% | +1,095.2% |
| 5Y | +580.4% | +68.3% | +512.2% | +352.6% |
| All | +1,568.0% | +167.8% | +1,400.1% | +567.1% |
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