+3,406.8%
LITE vs BKNG
+239.1%
+3,167.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.1% |
| 7D | -12.9% | +6.3% | -19.2% | -15.2% |
| 30D | -46.0% | +2.0% | -47.9% | -47.0% |
| 3M | -33.0% | -23.6% | -9.5% | -27.5% |
| 6M | -34.0% | -1.0% | -33.1% | -37.6% |
| YTD | +61.7% | -23.1% | +84.9% | +67.6% |
| 1Y | +148.3% | -16.5% | +164.8% | +146.7% |
| 3Y | +1,408.5% | +39.0% | +1,369.5% | +1,083.3% |
| 5Y | +546.2% | +58.0% | +488.2% | +361.8% |
| 10Y | +1,533.3% | +166.5% | +1,366.9% | +788.7% |
| All | +3,406.8% | +239.1% | +3,167.8% | +1,863.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling