+490.8%
LITE vs HCA
+106.8%
+384.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.1% | +6.0% |
| 7D | -35.9% | +4.6% | -40.5% | -36.4% |
| 30D | -51.5% | +12.7% | -64.2% | -52.6% |
| 3M | -35.7% | +21.3% | -57.0% | -38.0% |
| 6M | -43.0% | +15.7% | -58.7% | -44.7% |
| YTD | +46.1% | +6.6% | +39.5% | +44.9% |
| 1Y | +124.7% | +5.7% | +119.0% | +123.2% |
| 3Y | +1,172.1% | +119.2% | +1,052.8% | +851.0% |
| All | +490.8% | +106.8% | +384.0% | +319.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling