+92.5%
LLY vs BKNG
+41.2%
+51.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -3.2% | -10.7% | +7.5% | -0.8% |
| 30D | -7.4% | -18.1% | +10.7% | -3.3% |
| 3M | -1.0% | +8.5% | -9.6% | -2.6% |
| 6M | +12.5% | -0.1% | +12.6% | +12.1% |
| YTD | +5.0% | -18.2% | +23.2% | +10.8% |
| 1Y | +49.8% | -19.9% | +69.6% | +58.6% |
| All | +92.5% | +41.2% | +51.3% | +57.7% |
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 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