+562.5%
LITE vs BHP
+119.2%
+443.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -3.7% |
| 7D | +10.8% | -0.5% | +11.3% | +11.5% |
| 30D | -33.4% | -4.5% | -28.9% | -31.0% |
| 3M | -32.2% | -6.9% | -25.3% | -28.7% |
| 6M | -42.1% | -10.6% | -31.5% | -37.3% |
| YTD | +61.9% | +37.2% | +24.7% | +40.7% |
| 1Y | +163.0% | +48.0% | +115.0% | +120.7% |
| 3Y | +1,358.0% | +52.6% | +1,305.5% | +1,079.8% |
| All | +562.5% | +119.2% | +443.3% | +409.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling