+1,172.1%
LITE vs HCA
+118.8%
+1,053.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.1% | +5.5% |
| 7D | -35.9% | +4.6% | -40.5% | -35.6% |
| 30D | -51.5% | +12.7% | -64.2% | -51.1% |
| 3M | -35.7% | +21.3% | -57.0% | -34.9% |
| 6M | -43.0% | +15.7% | -58.7% | -41.2% |
| YTD | +46.1% | +6.6% | +39.5% | +52.9% |
| 1Y | +124.7% | +5.7% | +119.0% | +135.5% |
| 3Y | +1,172.1% | +119.2% | +1,052.8% | +707.0% |
| All | +1,172.1% | +118.8% | +1,053.3% | +707.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling