+224.7%
HPE vs LSCC
+99.6%
+125.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.7% | -1.5% |
| 7D | +7.9% | +7.0% | +0.9% | +4.8% |
| 30D | -23.5% | -2.3% | -21.2% | -23.1% |
| 3M | -19.1% | -12.5% | -6.5% | -15.0% |
| 6M | +51.4% | -10.6% | +62.0% | +56.9% |
| YTD | +103.4% | +52.7% | +50.8% | +73.0% |
| 1Y | +114.4% | +74.0% | +40.4% | +74.0% |
| 3Y | +224.7% | +104.8% | +119.9% | +113.6% |
| All | +224.7% | +99.6% | +125.0% | +113.6% |
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