+30.0%
LIN vs BHP
+76.8%
-46.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -2.1% | -2.9% | +0.8% | -1.6% |
| 30D | -2.4% | +3.4% | -5.8% | -3.1% |
| 3M | -5.6% | +4.1% | -9.6% | -6.5% |
| 6M | -3.4% | +20.6% | -24.0% | -7.2% |
| YTD | +13.1% | +56.1% | -43.0% | +2.6% |
| 1Y | +2.5% | +69.6% | -67.1% | -9.0% |
| All | +30.0% | +76.8% | -46.7% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling