+2.5%
HUM vs LSCC
+85.6%
-83.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | +13.5% | -17.8% | +31.3% | +14.3% |
| 6M | +126.7% | +37.4% | +89.2% | +122.1% |
| YTD | +58.5% | +59.7% | -1.1% | +53.6% |
| 1Y | +31.7% | +76.2% | -44.5% | +26.9% |
| 3Y | -10.6% | +28.2% | -38.8% | -13.4% |
| 5Y | +2.5% | +87.2% | -84.7% | -8.1% |
| All | +2.5% | +85.6% | -83.2% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling