+650.3%
HCA vs LSCC
+1,351.6%
-701.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | +0.4% |
| 7D | +0.8% | +7.0% | -6.2% | -0.3% |
| 30D | +6.1% | -2.3% | +8.4% | +5.8% |
| 3M | +21.4% | -12.5% | +33.9% | +22.5% |
| 6M | +17.2% | -10.6% | +27.8% | +15.8% |
| YTD | +7.5% | +52.7% | -45.2% | -3.9% |
| 1Y | +6.2% | +74.0% | -67.8% | -7.4% |
| 3Y | +122.0% | +104.8% | +17.2% | +76.4% |
| 5Y | +112.2% | +36.2% | +75.9% | +73.5% |
| All | +650.3% | +1,351.6% | -701.3% | +275.1% |
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