-1.2%
HUM vs LSCC
+36.6%
-37.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.4% | -10.9% | -2.9% |
| 7D | +3.1% | +19.3% | -16.2% | +2.1% |
| 30D | -1.8% | -9.6% | +7.9% | -1.5% |
| 3M | +10.2% | -12.4% | +22.6% | +10.6% |
| 6M | +54.6% | -10.5% | +65.1% | +54.5% |
| YTD | +66.8% | +54.8% | +12.0% | +61.6% |
| 1Y | +70.1% | +79.4% | -9.3% | +63.6% |
| 3Y | -11.3% | +109.6% | -120.9% | -16.2% |
| 5Y | -1.2% | +40.4% | -41.5% | -9.1% |
| All | -1.2% | +36.6% | -37.7% | -9.1% |
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