+1,580.3%
LLY vs BHP
+503.2%
+1,077.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -8.6% | +4.0% | -12.6% | -9.2% |
| 3M | -1.6% | +11.3% | -12.9% | -3.7% |
| 6M | +11.8% | +29.3% | -17.5% | +6.2% |
| YTD | +5.1% | +59.2% | -54.1% | -4.2% |
| 1Y | +50.7% | +80.8% | -30.1% | +33.8% |
| 3Y | +95.7% | +88.0% | +7.7% | +70.1% |
| 5Y | +390.2% | +126.6% | +263.5% | +298.2% |
| 10Y | +1,580.3% | +515.7% | +1,064.6% | +954.5% |
| All | +1,580.3% | +503.2% | +1,077.1% | +954.5% |
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