+146.7%
HUM vs LSCC
+1,833.8%
-1,687.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | +3.7% | -10.0% | +13.7% | +4.7% |
| 3M | +10.4% | -16.1% | +26.5% | +11.8% |
| 6M | +125.7% | +27.4% | +98.3% | +117.9% |
| YTD | +57.3% | +56.9% | +0.4% | +47.7% |
| 1Y | +48.6% | +74.6% | -25.9% | +37.5% |
| 3Y | -11.3% | +26.0% | -37.3% | -17.1% |
| 5Y | +0.8% | +86.1% | -85.3% | -14.9% |
| 10Y | +146.7% | +1,830.6% | -1,683.9% | +47.7% |
| All | +146.7% | +1,833.8% | -1,687.2% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling