+174.6%
HPQ vs LII
+2,796.3%
-2,621.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.5% |
| 7D | -0.6% | -1.2% | +0.5% | -0.2% |
| 30D | -6.5% | -2.0% | -4.5% | -6.0% |
| 3M | -5.1% | -20.2% | +15.2% | +1.8% |
| 6M | +27.3% | -32.5% | +59.8% | +41.8% |
| YTD | +31.7% | -27.4% | +59.1% | +41.7% |
| 1Y | +13.0% | -28.2% | +41.1% | +22.0% |
| 3Y | +18.3% | -7.2% | +25.5% | +15.4% |
| 5Y | +7.4% | +19.9% | -12.5% | -5.7% |
| 10Y | +154.8% | +168.6% | -13.9% | +73.0% |
| All | +174.6% | +2,796.3% | -2,621.7% | -21.0% |
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 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