+1,009.8%
LITE vs BKNG
+96.7%
+913.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.7% | +17.8% | +13.0% |
| 7D | +12.6% | -7.9% | +20.5% | +15.1% |
| 30D | +9.9% | -15.9% | +25.8% | +15.1% |
| 3M | +9.3% | +11.1% | -1.8% | +1.5% |
| 6M | +75.2% | -0.7% | +75.9% | +68.1% |
| YTD | +165.5% | -15.4% | +180.9% | +172.8% |
| 1Y | +555.0% | -18.5% | +573.5% | +581.5% |
| 3Y | +1,870.5% | +46.5% | +1,824.0% | +1,439.9% |
| 5Y | +1,009.8% | +98.8% | +911.1% | +628.8% |
| All | +1,009.8% | +96.7% | +913.1% | +628.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling