+1,172.1%
LITE vs BHP
+50.5%
+1,121.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.2% |
| 7D | -35.9% | +0.9% | -36.9% | -36.5% |
| 30D | -51.5% | -6.3% | -45.3% | -48.5% |
| 3M | -35.7% | -7.1% | -28.6% | -31.4% |
| 6M | -43.0% | -3.2% | -39.8% | -40.6% |
| YTD | +46.1% | +37.9% | +8.2% | +18.3% |
| 1Y | +124.7% | +49.7% | +75.0% | +72.4% |
| 3Y | +1,172.1% | +51.7% | +1,120.4% | +790.2% |
| All | +1,172.1% | +50.5% | +1,121.5% | +790.2% |
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