-3.3%
LVS vs BHP
+496.8%
-500.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | -3.5% | -3.6% | +0.1% | -1.8% |
| 30D | -6.2% | -1.2% | -5.1% | -5.9% |
| 3M | -14.8% | +1.2% | -16.0% | -16.2% |
| 6M | -20.9% | +21.4% | -42.3% | -29.8% |
| YTD | -33.0% | +50.4% | -83.5% | -47.4% |
| 1Y | -20.0% | +67.5% | -87.5% | -41.1% |
| 3Y | -6.9% | +72.8% | -79.7% | -33.8% |
| 5Y | +9.1% | +112.6% | -103.5% | -33.1% |
| All | -3.3% | +496.8% | -500.1% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling