+127.0%
HCA vs LSCC
+104.5%
+22.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.4% | -6.4% | +1.8% |
| 7D | +7.9% | +19.3% | -11.4% | +7.5% |
| 30D | +11.9% | -9.6% | +21.6% | +12.2% |
| 3M | +22.4% | -12.4% | +34.8% | +22.7% |
| 6M | +16.5% | -10.5% | +26.9% | +15.9% |
| YTD | +8.7% | +54.8% | -46.1% | +4.1% |
| 1Y | +6.7% | +79.4% | -72.7% | +1.2% |
| 3Y | +127.0% | +109.6% | +17.4% | +97.3% |
| All | +127.0% | +104.5% | +22.5% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling