+1,408.5%
LITE vs BKNG
+38.0%
+1,370.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.6% |
| 7D | -12.9% | +6.3% | -19.2% | -13.2% |
| 30D | -46.0% | +2.0% | -47.9% | -46.0% |
| 3M | -33.0% | -23.6% | -9.5% | -30.3% |
| 6M | -34.0% | -1.0% | -33.1% | -37.2% |
| YTD | +61.7% | -23.1% | +84.9% | +74.7% |
| 1Y | +148.3% | -16.5% | +164.8% | +151.1% |
| 3Y | +1,408.5% | +39.0% | +1,369.5% | +917.2% |
| All | +1,408.5% | +38.0% | +1,370.5% | +917.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling