+671.5%
HUM vs LDOS
+495.0%
+176.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +6.1% |
| 7D | +4.6% | -7.2% | +11.8% | +7.0% |
| 30D | +9.6% | +16.8% | -7.2% | +3.8% |
| 3M | +18.4% | -1.6% | +19.9% | +18.2% |
| 6M | +76.9% | -1.0% | +77.8% | +74.7% |
| YTD | +71.0% | -25.8% | +96.7% | +85.3% |
| 1Y | +75.0% | -31.1% | +106.1% | +94.7% |
| 3Y | -7.7% | +32.8% | -40.5% | -20.2% |
| 5Y | +0.6% | +49.4% | -48.8% | -18.5% |
| 10Y | +182.1% | +253.9% | -71.8% | +68.4% |
| All | +671.5% | +495.0% | +176.5% | +256.4% |
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