+390.7%
LLY vs BKNG
+91.0%
+299.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -3.2% | -10.7% | +7.5% | -1.6% |
| 30D | -7.4% | -18.1% | +10.7% | -4.8% |
| 3M | -1.0% | +8.5% | -9.6% | -2.0% |
| 6M | +12.5% | -0.1% | +12.6% | +12.3% |
| YTD | +5.0% | -18.2% | +23.2% | +7.9% |
| 1Y | +49.8% | -19.9% | +69.6% | +54.1% |
| 3Y | +95.5% | +41.6% | +53.9% | +87.3% |
| 5Y | +390.7% | +93.1% | +297.6% | +355.8% |
| All | +390.7% | +91.0% | +299.6% | +355.8% |
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