+901.5%
LITE vs HPE
+288.9%
+612.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +7.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.6% |
| 30D | +6.7% | -2.3% | +8.9% | +8.2% |
| 3M | -6.8% | -2.9% | -3.9% | -4.3% |
| 6M | +29.4% | +143.6% | -114.1% | -30.7% |
| YTD | +139.1% | +118.5% | +20.6% | +36.7% |
| 1Y | +521.0% | +129.2% | +391.8% | +242.8% |
| 3Y | +1,535.3% | +212.5% | +1,322.8% | +627.4% |
| All | +901.5% | +288.9% | +612.6% | +290.8% |
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