+606.9%
LULU vs BHP
+308.7%
+298.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -1.6% | -3.6% | +2.0% | 0.0% |
| 30D | -18.1% | -1.2% | -16.9% | -17.8% |
| 3M | -18.8% | +1.2% | -20.0% | -19.9% |
| 6M | -39.2% | +21.4% | -60.6% | -45.2% |
| YTD | -52.4% | +50.4% | -102.8% | -61.5% |
| 1Y | -40.3% | +67.5% | -107.8% | -54.3% |
| 3Y | -75.1% | +72.8% | -147.9% | -81.5% |
| 5Y | -76.7% | +112.6% | -189.3% | -84.9% |
| 10Y | +52.7% | +481.7% | -429.0% | -44.2% |
| All | +606.9% | +308.7% | +298.2% | +126.4% |
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 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