+1,618.0%
LITE vs HCA
+653.2%
+964.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +10.1% |
| 7D | -12.9% | +7.9% | -20.8% | -15.1% |
| 30D | -46.0% | +11.9% | -57.9% | -48.0% |
| 3M | -33.0% | +22.4% | -55.4% | -37.5% |
| 6M | -34.0% | +16.5% | -50.5% | -38.4% |
| YTD | +61.7% | +8.7% | +53.0% | +54.2% |
| 1Y | +148.3% | +6.7% | +141.6% | +138.3% |
| 3Y | +1,408.5% | +127.0% | +1,281.5% | +956.6% |
| 5Y | +546.2% | +113.9% | +432.3% | +349.7% |
| All | +1,618.0% | +653.2% | +964.9% | +674.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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