+8,046.3%
BHP vs LH
+1,382.1%
+6,664.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.1% |
| 7D | -2.9% | -2.5% | -0.4% | -2.5% |
| 30D | +3.4% | +4.3% | -1.0% | +2.7% |
| 3M | +4.1% | +25.5% | -21.5% | +0.1% |
| 6M | +20.6% | +17.0% | +3.6% | +17.3% |
| YTD | +56.1% | +31.3% | +24.8% | +48.9% |
| 1Y | +69.6% | +20.0% | +49.6% | +63.9% |
| 3Y | +78.8% | +63.9% | +14.9% | +63.4% |
| 5Y | +113.1% | +30.9% | +82.2% | +100.9% |
| 10Y | +505.9% | +191.4% | +314.5% | +399.4% |
| All | +8,046.3% | +1,382.1% | +6,664.2% | +5,085.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling