+154.8%
HPQ vs LII
+170.7%
-15.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.7% |
| 7D | -0.6% | -1.2% | +0.5% | -0.1% |
| 30D | -6.5% | -2.0% | -4.5% | -5.9% |
| 3M | -5.1% | -20.2% | +15.2% | +4.1% |
| 6M | +27.3% | -32.5% | +59.8% | +46.4% |
| YTD | +31.7% | -27.4% | +59.1% | +43.8% |
| 1Y | +13.0% | -28.2% | +41.1% | +23.9% |
| 3Y | +18.3% | -7.2% | +25.5% | +9.3% |
| 5Y | +7.4% | +19.9% | -12.5% | -16.8% |
| 10Y | +154.8% | +168.6% | -13.9% | +27.0% |
| All | +154.8% | +170.7% | -15.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling