+0.8%
HUM vs LII
+21.2%
-20.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +3.7% | -11.2% | +14.9% | +5.5% |
| 3M | +10.4% | -28.8% | +39.2% | +15.8% |
| 6M | +125.7% | -26.9% | +152.7% | +134.8% |
| YTD | +57.3% | -22.2% | +79.5% | +62.1% |
| 1Y | +48.6% | -32.0% | +80.6% | +55.8% |
| 3Y | -11.3% | -0.4% | -10.9% | -13.4% |
| 5Y | +0.8% | +22.4% | -21.6% | -5.4% |
| All | +0.8% | +21.2% | -20.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling