+522.9%
HPE vs LII
+232.9%
+290.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +2.3% |
| 7D | -18.7% | -0.6% | -18.1% | -18.7% |
| 30D | -37.9% | -4.6% | -33.3% | -37.2% |
| 3M | -14.4% | -21.2% | +6.8% | -5.9% |
| 6M | +48.2% | -36.4% | +84.7% | +77.3% |
| YTD | +88.6% | -28.9% | +117.5% | +111.2% |
| 1Y | +94.8% | -29.5% | +124.3% | +118.7% |
| 3Y | +202.7% | -8.6% | +211.3% | +184.5% |
| 5Y | +231.6% | +20.2% | +211.4% | +159.6% |
| 10Y | +361.9% | +166.2% | +195.7% | +113.0% |
| All | +522.9% | +232.9% | +290.1% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling