+3,068.2%
LITE vs HCA
+472.9%
+2,595.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.1% | +6.3% |
| 7D | -35.9% | +4.6% | -40.5% | -36.9% |
| 30D | -51.5% | +12.7% | -64.2% | -53.4% |
| 3M | -35.7% | +21.3% | -57.0% | -39.7% |
| 6M | -43.0% | +15.7% | -58.7% | -46.5% |
| YTD | +46.1% | +6.6% | +39.5% | +40.3% |
| 1Y | +124.7% | +5.7% | +119.0% | +116.3% |
| 3Y | +1,172.1% | +119.2% | +1,052.8% | +822.5% |
| 5Y | +477.0% | +107.9% | +369.1% | +315.4% |
| 10Y | +1,465.7% | +610.7% | +855.0% | +650.5% |
| All | +3,068.2% | +472.9% | +2,595.2% | +1,276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling