+116.4%
HPE vs LII
-26.0%
+142.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.3% | -6.3% |
| 7D | -17.0% | +7.9% | -24.9% | -18.4% |
| 30D | -26.7% | -0.6% | -26.1% | -26.9% |
| 3M | -4.1% | -19.3% | +15.2% | +1.6% |
| 6M | +75.4% | -29.8% | +105.3% | +90.6% |
| YTD | +111.0% | -25.4% | +136.4% | +122.3% |
| 1Y | +116.4% | -26.2% | +142.6% | +128.0% |
| All | +116.4% | -26.0% | +142.4% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling