+365.4%
HPE vs LSCC
+1,398.6%
-1,033.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.4% | -2.3% | +3.4% |
| 7D | -7.1% | +19.3% | -26.5% | -12.3% |
| 30D | -35.3% | -9.6% | -25.6% | -33.2% |
| 3M | -10.4% | -12.4% | +2.0% | -6.5% |
| 6M | +52.5% | -10.5% | +62.9% | +57.3% |
| YTD | +100.3% | +54.8% | +45.5% | +73.4% |
| 1Y | +106.4% | +79.4% | +27.0% | +70.7% |
| 3Y | +227.4% | +109.6% | +117.8% | +143.8% |
| 5Y | +250.6% | +40.4% | +210.2% | +173.8% |
| 10Y | +365.4% | +1,379.1% | -1,013.7% | +89.1% |
| All | +365.4% | +1,398.6% | -1,033.2% | +89.1% |
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