+504.4%
BHP vs LII
+167.7%
+336.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | +1.3% | +2.1% | -0.8% | +0.5% |
| 30D | +4.0% | -12.4% | +16.4% | +8.3% |
| 3M | +12.3% | -24.8% | +37.1% | +21.2% |
| 6M | +30.8% | -25.2% | +56.0% | +41.0% |
| YTD | +58.8% | -20.3% | +79.0% | +67.1% |
| 1Y | +76.8% | -32.9% | +109.8% | +96.3% |
| 3Y | +87.5% | +2.0% | +85.4% | +73.1% |
| 5Y | +123.9% | +24.4% | +99.4% | +87.5% |
| 10Y | +504.4% | +167.2% | +337.1% | +294.2% |
| All | +504.4% | +167.7% | +336.6% | +294.2% |
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