+5.3%
HUM vs LPLA
+147.5%
-142.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.0% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | +5.4% | -6.0% | +11.4% | +6.3% |
| 3M | +11.4% | +24.0% | -12.6% | +7.9% |
| 6M | +141.5% | +17.0% | +124.5% | +135.4% |
| YTD | +61.2% | -0.7% | +61.9% | +60.4% |
| 1Y | +49.2% | +2.1% | +47.0% | +47.6% |
| 3Y | -9.0% | +48.7% | -57.7% | -15.3% |
| All | +5.3% | +147.5% | -142.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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