+5,083.9%
LITE vs BHP
+418.1%
+4,665.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | -1.5% | -2.9% | +1.4% | -0.2% |
| 30D | +6.7% | +3.4% | +3.3% | +4.9% |
| 3M | -6.8% | +4.1% | -10.8% | -8.3% |
| 6M | +29.4% | +20.6% | +8.9% | +20.0% |
| YTD | +139.1% | +56.1% | +83.0% | +98.4% |
| 1Y | +521.0% | +69.6% | +451.4% | +399.7% |
| 3Y | +1,535.3% | +78.8% | +1,456.5% | +1,175.8% |
| 5Y | +889.8% | +113.1% | +776.8% | +601.0% |
| 10Y | +2,400.7% | +505.9% | +1,894.8% | +1,206.8% |
| All | +5,083.9% | +418.1% | +4,665.8% | +2,247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling