+144.6%
LLY vs BHP
+58.0%
+86.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +1.6% | +3.8% | -2.2% | +1.3% |
| 30D | +21.5% | -6.5% | +27.9% | +22.2% |
| 3M | +16.4% | -8.5% | +24.9% | +17.4% |
| 6M | +51.5% | -2.2% | +53.7% | +51.1% |
| YTD | +33.9% | +40.0% | -6.1% | +27.1% |
| 1Y | +49.1% | +51.3% | -2.2% | +39.8% |
| 3Y | +144.6% | +56.5% | +88.1% | +118.3% |
| All | +144.6% | +58.0% | +86.6% | +118.3% |
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