-32.0%
LHX vs BHP
+34.6%
-66.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | -13.2% | +4.0% | -17.2% | -13.4% |
| 3M | -18.4% | +11.3% | -29.6% | -19.0% |
| 6M | -32.0% | +29.3% | -61.3% | -34.7% |
| All | -32.0% | +34.6% | -66.6% | -34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling