+8.5%
LVS vs BHP
+112.0%
-103.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | +0.5% |
| 7D | -4.3% | -3.7% | -0.6% | -2.8% |
| 30D | -6.8% | -0.8% | -6.0% | -6.6% |
| 3M | -15.6% | +7.6% | -23.2% | -19.0% |
| 6M | -20.6% | +20.8% | -41.4% | -28.4% |
| YTD | -33.4% | +50.8% | -84.2% | -46.4% |
| 1Y | -20.1% | +70.9% | -91.1% | -40.0% |
| 3Y | -7.4% | +78.0% | -85.4% | -33.1% |
| 5Y | +8.5% | +113.1% | -104.6% | -29.8% |
| All | +8.5% | +112.0% | -103.5% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling