+427.2%
LIN vs HUM
+150.6%
+276.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | +0.3% | +6.9% | -6.6% | -0.9% |
| 30D | +8.0% | +3.2% | +4.9% | +7.3% |
| 3M | +7.7% | +20.0% | -12.3% | +3.7% |
| 6M | +5.1% | +63.5% | -58.4% | -5.2% |
| YTD | +24.7% | +75.9% | -51.2% | +9.7% |
| 1Y | +25.1% | +85.7% | -60.6% | +8.5% |
| 3Y | +36.8% | -6.1% | +43.0% | +36.1% |
| 5Y | +67.9% | +5.1% | +62.7% | +56.3% |
| 10Y | +427.2% | +151.6% | +275.6% | +309.5% |
| All | +427.2% | +150.6% | +276.6% | +309.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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