+612.7%
HUM vs LDOS
+494.7%
+118.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +4.2% | -5.4% | +9.6% | +6.0% |
| 30D | +10.4% | +4.9% | +5.5% | +8.3% |
| 3M | +15.1% | +7.2% | +7.9% | +11.2% |
| 6M | +120.9% | -24.2% | +145.2% | +139.9% |
| YTD | +57.9% | -25.8% | +83.7% | +72.0% |
| 1Y | +30.6% | -24.7% | +55.3% | +41.6% |
| 3Y | -9.6% | +39.3% | -48.9% | -23.1% |
| 5Y | +1.6% | +43.3% | -41.7% | -16.1% |
| 10Y | +146.4% | +278.6% | -132.1% | +44.3% |
| All | +612.7% | +494.7% | +118.0% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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