+50.9%
LVS vs BHP
+1,111.9%
-1,061.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.9% |
| 7D | +0.3% | +1.3% | -0.9% | -0.5% |
| 30D | -3.9% | +4.0% | -7.9% | -6.4% |
| 3M | -12.9% | +12.3% | -25.2% | -20.1% |
| 6M | -16.9% | +30.8% | -47.8% | -31.7% |
| YTD | -31.2% | +58.8% | -90.0% | -50.6% |
| 1Y | -16.4% | +76.8% | -93.2% | -44.4% |
| 3Y | -4.4% | +87.5% | -91.9% | -40.2% |
| 5Y | +6.7% | +123.9% | -117.2% | -43.6% |
| 10Y | +1.4% | +504.4% | -502.9% | -74.8% |
| All | +50.9% | +1,111.9% | -1,061.0% | -66.2% |
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 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