+2,627.7%
HPQ vs LEN
+10,606.4%
-7,978.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +3.2% | -5.8% | +8.9% | +4.5% |
| 30D | -3.6% | +13.7% | -17.3% | -6.7% |
| 3M | -5.3% | -3.9% | -1.4% | -4.8% |
| 6M | +41.1% | -0.4% | +41.5% | +40.2% |
| YTD | +36.9% | -16.8% | +53.7% | +41.1% |
| 1Y | +23.5% | -29.5% | +53.0% | +32.3% |
| 3Y | +19.6% | -25.6% | +45.2% | +24.6% |
| 5Y | +11.4% | -13.2% | +24.6% | +10.6% |
| 10Y | +160.6% | +138.5% | +22.1% | +100.3% |
| All | +2,627.7% | +10,606.4% | -7,978.7% | +660.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling