+7,455.1%
LHX vs BHP
+7,637.4%
-182.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +0.7% |
| 7D | -4.8% | -3.7% | -1.1% | -3.8% |
| 30D | -12.7% | -0.8% | -11.9% | -12.7% |
| 3M | -17.6% | +7.6% | -25.2% | -19.8% |
| 6M | -30.7% | +20.8% | -51.5% | -35.2% |
| YTD | -14.3% | +50.8% | -65.1% | -25.0% |
| 1Y | -8.4% | +70.9% | -79.3% | -22.8% |
| 3Y | +56.7% | +78.0% | -21.3% | +27.7% |
| 5Y | +18.5% | +113.1% | -94.6% | -11.6% |
| 10Y | +229.6% | +483.0% | -253.5% | +72.6% |
| All | +7,455.1% | +7,637.4% | -182.3% | +1,860.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling