+1,331.0%
LITE vs BHP
+56.5%
+1,274.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | 0.0% |
| 7D | -13.9% | +3.8% | -17.7% | -16.3% |
| 30D | -46.9% | -6.5% | -40.4% | -43.5% |
| 3M | -28.0% | -8.5% | -19.5% | -22.1% |
| 6M | -35.2% | -2.2% | -33.1% | -33.1% |
| YTD | +58.9% | +40.0% | +18.9% | +27.0% |
| 1Y | +125.3% | +51.3% | +74.0% | +71.1% |
| All | +1,331.0% | +56.5% | +1,274.5% | +871.3% |
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