+6,141.2%
LITE vs HPE
+545.6%
+5,595.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +6.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.6% |
| 30D | +6.7% | -2.3% | +8.9% | +8.0% |
| 3M | -6.8% | -2.9% | -3.9% | -4.4% |
| 6M | +29.4% | +143.6% | -114.1% | -21.3% |
| YTD | +139.1% | +118.5% | +20.6% | +53.3% |
| 1Y | +521.0% | +129.2% | +391.8% | +288.4% |
| 3Y | +1,535.3% | +212.5% | +1,322.8% | +770.8% |
| 5Y | +889.8% | +286.9% | +602.9% | +370.2% |
| 10Y | +2,400.7% | +432.3% | +1,968.4% | +918.3% |
| All | +6,141.2% | +545.6% | +5,595.5% | +2,235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling