+50.0%
HUM vs LSCC
+57.8%
-7.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +1.6% | +3.0% | -1.4% | +1.3% |
| 30D | +3.5% | -19.3% | +22.8% | +4.6% |
| 3M | +15.5% | -22.3% | +37.8% | +16.8% |
| 6M | +76.2% | -14.6% | +90.8% | +76.4% |
| YTD | +64.5% | +45.8% | +18.8% | +52.6% |
| 1Y | +50.0% | +69.6% | -19.6% | +32.3% |
| All | +50.0% | +57.8% | -7.8% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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