+50.4%
HCA vs LII
+2.8%
+47.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.5% |
| 7D | -2.8% | +2.1% | -4.9% | -3.1% |
| 30D | -2.7% | -12.4% | +9.7% | -0.8% |
| 3M | +11.5% | -24.8% | +36.3% | +15.8% |
| 6M | -24.3% | -25.2% | +0.9% | -21.5% |
| YTD | -13.6% | -20.3% | +6.7% | -11.8% |
| 1Y | -3.2% | -32.9% | +29.8% | +1.9% |
| 3Y | +50.4% | +2.0% | +48.4% | +37.5% |
| All | +50.4% | +2.8% | +47.6% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling