+77.4%
LNG vs BHP
+71.6%
+5.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.7% | -3.6% | -1.1% | -4.5% |
| 30D | +3.8% | -1.2% | +5.0% | +3.8% |
| 3M | +16.2% | +1.2% | +15.0% | +16.0% |
| 6M | +11.7% | +21.4% | -9.7% | +8.9% |
| YTD | +44.2% | +50.4% | -6.2% | +34.9% |
| 1Y | +18.6% | +67.5% | -48.9% | +8.4% |
| 3Y | +77.4% | +72.8% | +4.6% | +54.2% |
| All | +77.4% | +71.6% | +5.8% | +54.2% |
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 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