+17,561.1%
LLY vs BHP
+7,909.4%
+9,651.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.1% | -2.9% | +0.7% | -1.6% |
| 30D | -1.6% | +3.4% | -5.0% | -2.2% |
| 3M | +2.3% | +4.1% | -1.8% | +1.2% |
| 6M | +14.9% | +20.6% | -5.7% | +10.3% |
| YTD | +7.5% | +56.1% | -48.6% | -1.9% |
| 1Y | +55.7% | +69.6% | -13.9% | +39.5% |
| 3Y | +110.6% | +78.8% | +31.8% | +84.8% |
| 5Y | +363.4% | +113.1% | +250.4% | +284.3% |
| 10Y | +1,649.0% | +505.9% | +1,143.1% | +1,045.3% |
| All | +17,561.1% | +7,909.4% | +9,651.7% | +6,985.0% |
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