+119.6%
BHP vs LH
+54.7%
+64.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | -4.5% | +16.7% | -21.3% | -9.2% |
| 3M | -6.9% | +15.1% | -22.0% | -11.0% |
| 6M | -10.6% | +46.3% | -56.9% | -21.1% |
| YTD | +37.2% | +48.8% | -11.6% | +20.3% |
| 1Y | +48.0% | +39.7% | +8.3% | +32.4% |
| 3Y | +52.6% | +87.0% | -34.5% | +20.5% |
| All | +119.6% | +54.7% | +64.9% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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