+495.9%
HPE vs LSCC
+1,791.9%
-1,296.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.4% | +6.4% | +7.3% |
| 7D | +10.1% | +5.2% | +4.9% | +8.4% |
| 30D | +5.3% | -9.6% | +14.9% | +8.6% |
| 3M | +12.7% | -17.8% | +30.5% | +18.9% |
| 6M | +167.7% | +37.4% | +130.2% | +142.1% |
| YTD | +135.5% | +59.7% | +75.8% | +102.2% |
| 1Y | +143.4% | +76.2% | +67.2% | +102.3% |
| 3Y | +249.2% | +28.2% | +221.0% | +196.5% |
| 5Y | +343.8% | +87.2% | +256.6% | +221.5% |
| 10Y | +495.9% | +1,795.0% | -1,299.1% | +137.5% |
| All | +495.9% | +1,791.9% | -1,296.1% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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