+4.8%
HUM vs LCID
-97.9%
+102.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -1.4% | -9.1% | +7.7% | -1.2% |
| 30D | +7.5% | -37.6% | +45.1% | +8.6% |
| 3M | +10.2% | -11.1% | +21.3% | +10.2% |
| 6M | +132.5% | -59.2% | +191.7% | +135.8% |
| YTD | +57.6% | -60.5% | +118.1% | +59.8% |
| 1Y | +48.6% | -78.5% | +127.1% | +52.1% |
| 3Y | -11.2% | -92.8% | +81.7% | -8.3% |
| 5Y | +4.8% | -97.9% | +102.7% | +6.0% |
| All | +4.8% | -97.9% | +102.7% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling