+1,731.8%
HCA vs LEN
+384.0%
+1,347.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | +4.9% | -3.4% | +8.3% | +6.1% |
| 30D | +1.9% | -5.7% | +7.5% | +3.8% |
| 3M | +12.7% | -12.2% | +25.0% | +17.2% |
| 6M | -22.3% | -18.3% | -4.1% | -17.8% |
| YTD | -9.3% | -20.2% | +10.9% | -3.8% |
| 1Y | +2.7% | -40.1% | +42.8% | +19.5% |
| 3Y | +57.8% | -26.2% | +84.0% | +64.8% |
| 5Y | +70.3% | -9.8% | +80.2% | +60.8% |
| 10Y | +499.7% | +109.1% | +390.5% | +280.1% |
| All | +1,731.8% | +384.0% | +1,347.8% | +640.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling