+343.8%
HPE vs LII
+25.8%
+318.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.1% | +8.3% |
| 7D | +10.1% | +2.1% | +8.0% | +9.2% |
| 30D | +5.3% | -12.4% | +17.7% | +10.4% |
| 3M | +12.7% | -24.8% | +37.5% | +23.2% |
| 6M | +167.7% | -25.2% | +192.8% | +192.1% |
| YTD | +135.5% | -20.3% | +155.7% | +150.0% |
| 1Y | +143.4% | -32.9% | +176.3% | +175.8% |
| 3Y | +249.2% | +2.0% | +247.1% | +227.3% |
| 5Y | +343.8% | +24.4% | +319.4% | +271.2% |
| All | +343.8% | +25.8% | +318.0% | +271.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling