+6,224.9%
HUM vs LSCC
+11,454.8%
-5,229.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.4% | -8.5% | +1.0% |
| 7D | +6.9% | +14.5% | -7.5% | +5.6% |
| 30D | +3.2% | -0.1% | +3.2% | +2.9% |
| 3M | +20.0% | -2.7% | +22.6% | +19.7% |
| 6M | +63.5% | -4.8% | +68.3% | +62.5% |
| YTD | +75.9% | +66.9% | +9.1% | +65.7% |
| 1Y | +85.7% | +85.8% | -0.1% | +73.2% |
| 3Y | -6.1% | +115.6% | -121.7% | -15.8% |
| 5Y | +5.1% | +48.8% | -43.7% | -5.1% |
| 10Y | +151.6% | +1,490.3% | -1,338.7% | +79.1% |
| All | +6,224.9% | +11,454.8% | -5,229.9% | +2,927.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling