+48.6%
HUM vs LII
-32.5%
+81.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.4% | -3.5% | +2.1% | -0.7% |
| 30D | +7.5% | -13.5% | +21.0% | +11.0% |
| 3M | +10.2% | -26.0% | +36.2% | +17.1% |
| 6M | +132.5% | -26.8% | +159.3% | +146.5% |
| YTD | +57.6% | -22.9% | +80.5% | +61.3% |
| 1Y | +48.6% | -32.6% | +81.2% | +60.5% |
| All | +48.6% | -32.5% | +81.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling