+58.5%
HCA vs LTH
+155.4%
-96.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.2% |
| 7D | +4.9% | -4.0% | +8.9% | +5.5% |
| 30D | +1.9% | -1.7% | +3.6% | +2.1% |
| 3M | +12.7% | +28.0% | -15.2% | +9.1% |
| 6M | -22.3% | +54.1% | -76.4% | -27.1% |
| YTD | -9.3% | +57.1% | -66.4% | -15.5% |
| 1Y | +2.7% | +45.8% | -43.0% | -3.3% |
| All | +58.5% | +155.4% | -96.9% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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