+176.7%
HPQ vs LII
+2,734.1%
-2,557.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.7% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -11.7% | -4.6% | -7.1% | -10.5% |
| 3M | +2.0% | -21.2% | +23.2% | +9.9% |
| 6M | +35.9% | -36.4% | +72.3% | +54.4% |
| YTD | +32.7% | -28.9% | +61.6% | +43.8% |
| 1Y | +14.3% | -29.5% | +43.8% | +24.3% |
| 3Y | +17.8% | -8.6% | +26.4% | +15.5% |
| 5Y | +7.6% | +20.2% | -12.7% | -5.6% |
| 10Y | +171.7% | +166.2% | +5.4% | +85.1% |
| All | +176.7% | +2,734.1% | -2,557.5% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling