+215.5%
HPE vs LSCC
+20.0%
+195.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -5.2% |
| 7D | -0.6% | +1.3% | -1.9% | -1.1% |
| 30D | -2.3% | -9.7% | +7.4% | +1.3% |
| 3M | -2.9% | -23.7% | +20.8% | +5.9% |
| 6M | +143.6% | +26.5% | +117.1% | +123.7% |
| YTD | +118.5% | +57.5% | +61.0% | +85.3% |
| 1Y | +129.2% | +75.7% | +53.5% | +86.8% |
| All | +215.5% | +20.0% | +195.5% | +162.5% |
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 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