+621.7%
HPE vs LII
+278.7%
+343.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.6% | -5.0% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | -2.3% | -12.6% | +10.3% | +3.8% |
| 3M | -2.9% | -24.4% | +21.6% | +8.4% |
| 6M | +143.6% | -28.7% | +172.3% | +177.9% |
| YTD | +118.5% | -19.1% | +137.7% | +133.6% |
| 1Y | +129.2% | -29.7% | +158.9% | +160.9% |
| 3Y | +212.5% | +4.8% | +207.7% | +178.6% |
| 5Y | +286.9% | +24.6% | +262.3% | +205.4% |
| 10Y | +432.3% | +169.2% | +263.1% | +156.6% |
| All | +621.7% | +278.7% | +343.0% | +179.6% |
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