+467.5%
LITE vs BKNG
-21.1%
+488.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.1% |
| 7D | +10.4% | -10.7% | +21.1% | +4.7% |
| 30D | +14.0% | -18.1% | +32.1% | +4.2% |
| 3M | +9.7% | +8.5% | +1.1% | +12.8% |
| 6M | +39.2% | -0.1% | +39.3% | +41.6% |
| YTD | +153.9% | -18.2% | +172.1% | +164.6% |
| 1Y | +467.5% | -19.9% | +487.4% | +450.7% |
| All | +467.5% | -21.1% | +488.6% | +450.7% |
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