+114.5%
HCA vs LII
+19.4%
+95.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.0% | +0.4% | +8.6% | +8.9% |
| 30D | +11.8% | -2.4% | +14.2% | +12.1% |
| 3M | +22.1% | -17.5% | +39.5% | +27.2% |
| 6M | +16.4% | -32.8% | +49.2% | +26.1% |
| YTD | +8.6% | -27.7% | +36.3% | +14.3% |
| 1Y | +10.6% | -28.1% | +38.6% | +16.4% |
| 3Y | +121.7% | -9.7% | +131.3% | +104.0% |
| 5Y | +114.5% | +19.5% | +95.0% | +62.7% |
| All | +114.5% | +19.4% | +95.1% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling