+152.3%
HUM vs LEN
+108.0%
+44.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.8% |
| 7D | +2.1% | -4.8% | +6.8% | +3.1% |
| 30D | +5.4% | -6.6% | +12.0% | +6.8% |
| 3M | +11.4% | -15.7% | +27.1% | +15.1% |
| 6M | +141.5% | -16.6% | +158.1% | +149.1% |
| YTD | +61.2% | -21.3% | +82.5% | +68.0% |
| 1Y | +49.2% | -42.0% | +91.2% | +66.4% |
| 3Y | -9.0% | -27.9% | +18.9% | -6.2% |
| 5Y | +7.2% | -10.7% | +17.9% | +1.6% |
| All | +152.3% | +108.0% | +44.3% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling