+370.3%
HPE vs LEN
+136.9%
+233.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.7% |
| 7D | +7.9% | -5.8% | +13.6% | +9.8% |
| 30D | -23.5% | +13.7% | -37.2% | -27.4% |
| 3M | -19.1% | -3.9% | -15.2% | -19.3% |
| 6M | +51.4% | -0.4% | +51.8% | +48.1% |
| YTD | +103.4% | -16.8% | +120.3% | +109.8% |
| 1Y | +114.4% | -29.5% | +143.9% | +132.7% |
| 3Y | +224.7% | -25.6% | +250.3% | +233.6% |
| 5Y | +277.8% | -13.2% | +291.0% | +256.2% |
| All | +370.3% | +136.9% | +233.4% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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