-10.6%
HUM vs LSCC
+27.3%
-37.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | +2.1% | +5.2% | -3.1% | +1.8% |
| 30D | +4.7% | -9.6% | +14.3% | +5.1% |
| 3M | +13.5% | -17.8% | +31.3% | +14.2% |
| 6M | +126.7% | +37.4% | +89.2% | +122.7% |
| YTD | +58.5% | +59.7% | -1.1% | +54.1% |
| 1Y | +31.7% | +76.2% | -44.5% | +27.4% |
| 3Y | -10.6% | +28.2% | -38.8% | -11.5% |
| All | -10.6% | +27.3% | -37.9% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling