+18.7%
LHX vs BHP
+110.7%
-92.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | -3.6% | -0.6% | -3.8% |
| 30D | -15.1% | -1.2% | -14.0% | -15.1% |
| 3M | -21.0% | +1.2% | -22.2% | -21.3% |
| 6M | -32.0% | +21.4% | -53.4% | -34.2% |
| YTD | -15.3% | +50.4% | -65.7% | -20.7% |
| 1Y | -11.1% | +67.5% | -78.6% | -18.1% |
| 3Y | +54.0% | +72.8% | -18.8% | +39.1% |
| All | +18.7% | +110.7% | -92.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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