-11.2%
HUM vs LCID
-92.8%
+81.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.6% |
| 7D | -0.2% | -9.3% | +9.1% | 0.0% |
| 30D | +3.7% | -35.4% | +39.1% | +4.8% |
| 3M | +10.4% | -17.1% | +27.5% | +10.6% |
| 6M | +125.7% | -58.9% | +184.7% | +129.1% |
| YTD | +57.3% | -59.6% | +116.9% | +59.6% |
| 1Y | +48.6% | -78.0% | +126.6% | +51.9% |
| All | -11.2% | -92.8% | +81.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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