-51.2%
LULU vs BHP
+69.4%
-120.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.3% | -17.0% | -17.3% |
| 7D | -16.7% | -2.9% | -13.8% | -16.2% |
| 30D | -18.5% | +3.4% | -21.9% | -19.2% |
| 3M | -19.5% | +4.1% | -23.5% | -20.2% |
| 6M | -41.9% | +20.6% | -62.5% | -44.9% |
| YTD | -51.6% | +56.1% | -107.6% | -57.3% |
| 1Y | -51.2% | +69.6% | -120.8% | -59.2% |
| All | -51.2% | +69.4% | -120.6% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling