+2,662.6%
LLY vs BKNG
+993.0%
+1,669.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | -2.1% | -6.0% | +3.9% | -1.8% |
| 30D | -1.6% | -6.6% | +5.0% | -1.2% |
| 3M | +2.3% | +15.7% | -13.4% | +1.4% |
| 6M | +14.9% | +14.1% | +0.7% | +13.8% |
| YTD | +7.5% | -9.3% | +16.8% | +7.8% |
| 1Y | +55.7% | -12.8% | +68.4% | +56.4% |
| 3Y | +110.6% | +58.4% | +52.2% | +104.2% |
| 5Y | +363.4% | +114.1% | +249.3% | +339.0% |
| 10Y | +1,649.0% | +246.8% | +1,402.1% | +1,498.8% |
| All | +2,662.6% | +993.0% | +1,669.6% | +1,954.4% |
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