+5.5%
HUM vs LCID
-95.4%
+100.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.2% |
| 7D | +4.2% | -6.6% | +10.7% | +4.2% |
| 30D | +10.4% | -30.1% | +40.5% | +10.8% |
| 3M | +15.1% | -17.6% | +32.7% | +15.1% |
| 6M | +120.9% | -54.4% | +175.4% | +122.1% |
| YTD | +57.9% | -55.7% | +113.7% | +58.8% |
| 1Y | +30.6% | -71.0% | +101.6% | +31.4% |
| 3Y | -9.6% | -92.6% | +83.0% | -8.8% |
| 5Y | +1.6% | -97.6% | +99.2% | +2.9% |
| All | +5.5% | -95.4% | +100.9% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling