+1,533.3%
LITE vs BHP
+363.1%
+1,170.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +8.5% |
| 7D | -12.9% | +3.5% | -16.4% | -14.4% |
| 30D | -46.0% | -4.5% | -41.5% | -44.2% |
| 3M | -33.0% | -6.4% | -26.7% | -30.1% |
| 6M | -34.0% | -0.1% | -34.0% | -33.1% |
| YTD | +61.7% | +43.0% | +18.7% | +35.6% |
| 1Y | +148.3% | +56.5% | +91.8% | +99.0% |
| 3Y | +1,408.5% | +62.0% | +1,346.5% | +1,073.6% |
| 5Y | +546.2% | +130.4% | +415.8% | +297.7% |
| 10Y | +1,533.3% | +349.1% | +1,184.3% | +580.1% |
| All | +1,533.3% | +363.1% | +1,170.2% | +580.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling