+2,502.5%
LITE vs HCA
+456.4%
+2,046.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +11.3% |
| 7D | +12.6% | -2.8% | +15.4% | +13.5% |
| 30D | +9.9% | -2.7% | +12.7% | +10.6% |
| 3M | +9.3% | +11.5% | -2.2% | +3.6% |
| 6M | +75.2% | -24.3% | +99.5% | +88.8% |
| YTD | +165.5% | -13.6% | +179.1% | +172.7% |
| 1Y | +555.0% | -3.2% | +558.2% | +544.1% |
| 3Y | +1,870.5% | +50.4% | +1,820.1% | +1,496.9% |
| 5Y | +1,009.8% | +64.8% | +945.1% | +743.8% |
| 10Y | +2,502.5% | +456.6% | +2,045.9% | +1,173.5% |
| All | +2,502.5% | +456.4% | +2,046.1% | +1,173.5% |
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