+650.3%
HCA vs LII
+169.1%
+481.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | +0.8% | +2.9% | -2.1% | -0.2% |
| 30D | +6.1% | +0.9% | +5.2% | +5.2% |
| 3M | +21.4% | -15.5% | +37.0% | +28.4% |
| 6M | +17.2% | -30.2% | +47.4% | +30.6% |
| YTD | +7.5% | -26.8% | +34.3% | +15.7% |
| 1Y | +6.2% | -25.3% | +31.4% | +13.1% |
| 3Y | +122.0% | -7.8% | +129.8% | +99.5% |
| 5Y | +112.2% | +17.0% | +95.2% | +62.6% |
| All | +650.3% | +169.1% | +481.2% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling