+365.4%
HPE vs LII
+170.7%
+194.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.2% |
| 7D | -7.1% | -1.2% | -6.0% | -6.7% |
| 30D | -35.3% | -2.0% | -33.3% | -35.3% |
| 3M | -10.4% | -20.2% | +9.8% | -2.3% |
| 6M | +52.5% | -32.5% | +85.0% | +76.8% |
| YTD | +100.3% | -27.4% | +127.7% | +121.7% |
| 1Y | +106.4% | -28.2% | +134.5% | +129.4% |
| 3Y | +227.4% | -7.2% | +234.6% | +207.1% |
| 5Y | +250.6% | +19.9% | +230.7% | +178.5% |
| 10Y | +365.4% | +168.6% | +196.7% | +155.3% |
| All | +365.4% | +170.7% | +194.6% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling