+117.5%
HPE vs LII
-28.0%
+145.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | -27.1% | -0.6% | -26.5% | -27.3% |
| 3M | -14.5% | -17.0% | +2.5% | -10.2% |
| 6M | +66.9% | -31.1% | +98.1% | +82.0% |
| YTD | +111.3% | -27.7% | +139.0% | +123.3% |
| 1Y | +117.5% | -26.2% | +143.6% | +127.0% |
| All | +117.5% | -28.0% | +145.5% | +127.0% |
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