+349.1%
BHP vs LII
+170.7%
+178.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.0% |
| 7D | +3.5% | -1.2% | +4.7% | +3.9% |
| 30D | -4.5% | -2.0% | -2.5% | -4.3% |
| 3M | -6.4% | -20.2% | +13.9% | 0.0% |
| 6M | -0.1% | -32.5% | +32.5% | +11.2% |
| YTD | +43.0% | -27.4% | +70.4% | +54.3% |
| 1Y | +56.5% | -28.2% | +84.7% | +69.4% |
| 3Y | +62.0% | -7.2% | +69.3% | +53.8% |
| 5Y | +130.4% | +19.9% | +110.5% | +93.2% |
| 10Y | +349.1% | +168.6% | +180.4% | +188.5% |
| All | +349.1% | +170.7% | +178.3% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling