+1,568.0%
LITE vs HCA
+678.2%
+889.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | +22.6% | -1.3% | +23.9% | +23.1% |
| 30D | -36.8% | +8.7% | -45.4% | -38.6% |
| 3M | -33.0% | +21.0% | -54.0% | -37.3% |
| 6M | -37.1% | +17.0% | -54.0% | -41.2% |
| YTD | +69.5% | +7.8% | +61.7% | +62.0% |
| 1Y | +146.1% | +6.4% | +139.7% | +136.6% |
| 3Y | +1,440.8% | +120.0% | +1,320.8% | +989.3% |
| 5Y | +580.4% | +112.9% | +467.6% | +373.0% |
| All | +1,568.0% | +678.2% | +889.7% | +619.3% |
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