+522.9%
HPE vs LSCC
+2,208.1%
-1,685.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | -0.8% |
| 7D | -18.7% | +13.0% | -31.7% | -21.8% |
| 30D | -37.9% | -19.8% | -18.1% | -33.5% |
| 3M | -14.4% | -18.4% | +4.0% | -8.8% |
| 6M | +48.2% | -16.1% | +64.3% | +56.0% |
| YTD | +88.6% | +42.7% | +45.9% | +68.5% |
| 1Y | +94.8% | +68.0% | +26.8% | +65.8% |
| 3Y | +202.7% | +85.8% | +116.9% | +137.0% |
| 5Y | +231.6% | +28.0% | +203.6% | +170.0% |
| 10Y | +361.9% | +1,255.1% | -893.2% | +94.8% |
| All | +522.9% | +2,208.1% | -1,685.2% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling