-9.0%
HUM vs LNT
+46.9%
-56.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +2.1% | -1.0% | +3.1% | +2.2% |
| 30D | +5.4% | -4.2% | +9.6% | +5.9% |
| 3M | +11.4% | -6.7% | +18.1% | +12.1% |
| 6M | +141.5% | -3.6% | +145.1% | +141.4% |
| YTD | +61.2% | +5.9% | +55.3% | +58.5% |
| 1Y | +49.2% | +7.3% | +41.9% | +46.6% |
| 3Y | -9.0% | +46.5% | -55.5% | -14.7% |
| All | -9.0% | +46.9% | -56.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling