+370.3%
HPE vs LII
+169.1%
+201.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.9% | -4.2% |
| 7D | +7.9% | +2.9% | +4.9% | +6.5% |
| 30D | -23.5% | +0.9% | -24.4% | -24.5% |
| 3M | -19.1% | -15.5% | -3.5% | -13.8% |
| 6M | +51.4% | -30.2% | +81.6% | +72.7% |
| YTD | +103.4% | -26.8% | +130.3% | +124.4% |
| 1Y | +114.4% | -25.3% | +139.7% | +133.9% |
| 3Y | +224.7% | -7.8% | +232.4% | +205.5% |
| 5Y | +277.8% | +17.0% | +260.8% | +205.2% |
| All | +370.3% | +169.1% | +201.2% | +158.1% |
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