+50.7%
LLY vs BHP
+77.6%
-26.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.1% | +0.9% | -4.0% | -3.1% |
| 30D | -8.6% | +4.0% | -12.6% | -8.7% |
| 3M | -1.6% | +11.3% | -12.9% | -1.7% |
| 6M | +11.8% | +29.3% | -17.5% | +10.3% |
| YTD | +5.1% | +59.2% | -54.1% | +7.9% |
| 1Y | +50.7% | +80.8% | -30.1% | +61.2% |
| All | +50.7% | +77.6% | -26.9% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling