+5,556.9%
HUM vs LNT
+3,150.5%
+2,406.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +3.7% | -0.5% | +4.2% | +3.9% |
| 3M | +10.4% | -5.5% | +15.9% | +12.6% |
| 6M | +125.7% | -3.8% | +129.5% | +127.7% |
| YTD | +57.3% | +6.8% | +50.5% | +52.4% |
| 1Y | +48.6% | +9.3% | +39.3% | +42.7% |
| 3Y | -11.3% | +47.9% | -59.2% | -25.5% |
| 5Y | +0.8% | +31.6% | -30.8% | -12.6% |
| 10Y | +146.7% | +150.1% | -3.5% | +64.1% |
| All | +5,556.9% | +3,150.5% | +2,406.4% | +1,459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling