+123.8%
LSCC vs BHP
+58.3%
+65.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.2% | +9.2% | +9.3% |
| 7D | +14.5% | +2.4% | +12.1% | +12.5% |
| 30D | -0.1% | -5.4% | +5.3% | +5.7% |
| 3M | -2.7% | -6.9% | +4.2% | +3.6% |
| 6M | -4.8% | -4.3% | -0.5% | -1.4% |
| YTD | +66.9% | +41.6% | +25.2% | +22.2% |
| 1Y | +85.8% | +53.3% | +32.5% | +26.9% |
| All | +123.8% | +58.3% | +65.5% | +43.4% |
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