+960.7%
LMT vs HCA
+1,721.2%
-760.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.1% |
| 7D | -1.3% | +4.9% | -6.3% | -2.3% |
| 30D | -12.5% | +1.9% | -14.4% | -12.9% |
| 3M | -0.5% | +12.7% | -13.2% | -2.9% |
| 6M | -20.0% | -22.3% | +2.3% | -16.5% |
| YTD | +10.4% | -9.3% | +19.7% | +11.8% |
| 1Y | +17.7% | +2.7% | +15.0% | +16.2% |
| 3Y | +34.3% | +57.8% | -23.5% | +21.4% |
| 5Y | +71.8% | +70.3% | +1.5% | +50.1% |
| 10Y | +187.0% | +499.7% | -312.7% | +96.6% |
| All | +960.7% | +1,721.2% | -760.5% | +480.4% |
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