-6.1%
HUM vs LCID
-92.2%
+86.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.2% | +10.6% | +1.7% |
| 7D | +3.7% | -10.2% | +13.9% | +4.0% |
| 30D | +5.5% | -10.2% | +15.7% | +5.7% |
| 3M | +17.1% | -54.1% | +71.3% | +19.3% |
| 6M | +48.3% | -53.8% | +102.0% | +50.4% |
| YTD | +77.4% | -72.0% | +149.4% | +81.7% |
| 1Y | +92.6% | -80.5% | +173.1% | +98.5% |
| 3Y | -6.1% | -92.6% | +86.4% | -4.1% |
| All | -6.1% | -92.2% | +86.1% | -4.1% |
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