+4,323.9%
LITE vs HPE
+524.4%
+3,799.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +22.6% | +13.6% | +9.0% | +14.0% |
| 30D | -36.8% | -27.1% | -9.7% | -22.3% |
| 3M | -33.0% | -14.5% | -18.5% | -25.6% |
| 6M | -37.1% | +66.9% | -104.0% | -52.0% |
| YTD | +69.5% | +111.3% | -41.9% | +12.7% |
| 1Y | +146.1% | +117.5% | +28.6% | +61.9% |
| 3Y | +1,440.8% | +238.1% | +1,202.7% | +707.8% |
| 5Y | +580.4% | +292.4% | +288.1% | +230.1% |
| 10Y | +1,606.7% | +389.3% | +1,217.4% | +631.0% |
| All | +4,323.9% | +524.4% | +3,799.5% | +1,618.0% |
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