+95.6%
LLY vs BHP
+87.4%
+8.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.4% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | -5.1% | +4.0% | -9.0% | -5.5% |
| 3M | -2.1% | +12.3% | -14.4% | -3.6% |
| 6M | +13.8% | +30.8% | -17.0% | +9.1% |
| YTD | +5.1% | +58.8% | -53.7% | -2.3% |
| 1Y | +53.1% | +76.8% | -23.7% | +39.4% |
| 3Y | +95.6% | +87.5% | +8.2% | +64.5% |
| All | +95.6% | +87.4% | +8.2% | +64.5% |
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 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