+490.8%
LITE vs HPE
+230.8%
+260.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +4.7% |
| 7D | -35.9% | -18.7% | -17.2% | -24.3% |
| 30D | -51.5% | -37.9% | -13.6% | -30.4% |
| 3M | -35.7% | -14.4% | -21.3% | -27.3% |
| 6M | -43.0% | +48.2% | -91.2% | -56.3% |
| YTD | +46.1% | +88.6% | -42.5% | -6.5% |
| 1Y | +124.7% | +94.8% | +29.9% | +41.2% |
| 3Y | +1,172.1% | +202.7% | +969.4% | +490.8% |
| All | +490.8% | +230.8% | +260.0% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 5y: compounded portfolio wealth divided by compounded HPE 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…
5y analysis · Full analysis span regression · 6 months rolling