+495.9%
HPE vs LII
+167.7%
+328.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.1% | +8.4% |
| 7D | +10.1% | +2.1% | +8.0% | +9.0% |
| 30D | +5.3% | -12.4% | +17.7% | +11.5% |
| 3M | +12.7% | -24.8% | +37.5% | +25.4% |
| 6M | +167.7% | -25.2% | +192.8% | +197.2% |
| YTD | +135.5% | -20.3% | +155.7% | +152.8% |
| 1Y | +143.4% | -32.9% | +176.3% | +182.5% |
| 3Y | +249.2% | +2.0% | +247.1% | +217.0% |
| 5Y | +343.8% | +24.4% | +319.4% | +253.3% |
| 10Y | +495.9% | +167.2% | +328.6% | +229.4% |
| All | +495.9% | +167.7% | +328.1% | +229.4% |
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