+5.3%
HUM vs LEN
-11.2%
+16.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.9% |
| 7D | +2.1% | -4.8% | +6.8% | +2.8% |
| 30D | +5.4% | -6.6% | +12.0% | +6.4% |
| 3M | +11.4% | -15.7% | +27.1% | +13.9% |
| 6M | +141.5% | -16.6% | +158.1% | +146.9% |
| YTD | +61.2% | -21.3% | +82.5% | +66.0% |
| 1Y | +49.2% | -42.0% | +91.2% | +61.2% |
| 3Y | -9.0% | -27.9% | +18.9% | -6.5% |
| All | +5.3% | -11.2% | +16.5% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling