+37.0%
HPQ vs LEN
-27.3%
+64.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.2% | +7.7% |
| 7D | +9.8% | -4.8% | +14.5% | +11.4% |
| 30D | +22.4% | -6.6% | +28.9% | +24.9% |
| 3M | +45.2% | -15.7% | +60.8% | +52.2% |
| 6M | +96.4% | -16.6% | +113.1% | +105.8% |
| YTD | +65.4% | -21.3% | +86.7% | +75.3% |
| 1Y | +31.6% | -42.0% | +73.6% | +53.6% |
| 3Y | +37.0% | -27.9% | +64.9% | +40.7% |
| All | +37.0% | -27.3% | +64.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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