+202.7%
HPE vs LSCC
+81.4%
+121.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | -1.5% |
| 7D | -18.7% | +13.0% | -31.7% | -22.6% |
| 30D | -37.9% | -19.8% | -18.1% | -32.4% |
| 3M | -14.4% | -18.4% | +4.0% | -7.5% |
| 6M | +48.2% | -16.1% | +64.3% | +57.8% |
| YTD | +88.6% | +42.7% | +45.9% | +65.1% |
| 1Y | +94.8% | +68.0% | +26.8% | +60.9% |
| 3Y | +202.7% | +85.8% | +116.9% | +111.3% |
| All | +202.7% | +81.4% | +121.3% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling