+3,406.8%
LITE vs HUM
+149.5%
+3,257.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.4% | +13.1% | +11.1% |
| 7D | -12.9% | +3.1% | -16.0% | -13.3% |
| 30D | -46.0% | -1.8% | -44.2% | -45.8% |
| 3M | -33.0% | +10.2% | -43.2% | -34.1% |
| 6M | -34.0% | +54.6% | -88.6% | -38.2% |
| YTD | +61.7% | +66.8% | -5.1% | +47.8% |
| 1Y | +148.3% | +70.1% | +78.2% | +125.7% |
| 3Y | +1,408.5% | -11.3% | +1,419.8% | +1,428.8% |
| 5Y | +546.2% | -1.2% | +547.4% | +510.0% |
| 10Y | +1,533.3% | +147.8% | +1,385.6% | +1,154.8% |
| All | +3,406.8% | +149.5% | +3,257.3% | +2,680.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling