+60.4%
HCA vs LEN
-27.3%
+87.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.9% |
| 7D | +5.4% | -4.8% | +10.2% | +6.5% |
| 30D | +3.0% | -6.6% | +9.6% | +4.4% |
| 3M | +13.0% | -15.7% | +28.7% | +16.7% |
| 6M | -20.3% | -16.6% | -3.6% | -17.7% |
| YTD | -8.2% | -21.3% | +13.1% | -4.6% |
| 1Y | +6.7% | -42.0% | +48.7% | +18.8% |
| 3Y | +60.4% | -27.9% | +88.3% | +58.2% |
| All | +60.4% | -27.3% | +87.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling