+490.2%
HCA vs LSCC
+1,847.8%
-1,357.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +2.4% | -9.5% | +11.9% | +3.7% |
| 3M | +13.0% | -13.8% | +26.8% | +14.1% |
| 6M | -21.4% | +24.5% | -45.9% | -26.1% |
| YTD | -9.5% | +55.1% | -64.6% | -18.3% |
| 1Y | +7.5% | +72.5% | -65.0% | -5.4% |
| 3Y | +57.6% | +24.5% | +33.1% | +40.3% |
| 5Y | +71.1% | +81.8% | -10.7% | +34.0% |
| All | +490.2% | +1,847.8% | -1,357.6% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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