+3,344.5%
LITE vs HUM
+158.2%
+3,186.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.3% |
| 7D | -13.9% | +4.8% | -18.7% | -14.6% |
| 30D | -46.9% | +1.6% | -48.6% | -47.1% |
| 3M | -28.0% | +13.8% | -41.8% | -29.6% |
| 6M | -35.2% | +60.0% | -95.2% | -39.7% |
| YTD | +58.9% | +72.7% | -13.8% | +44.3% |
| 1Y | +125.3% | +86.1% | +39.2% | +101.8% |
| 3Y | +1,344.4% | -7.8% | +1,352.3% | +1,353.8% |
| 5Y | +541.2% | +2.7% | +538.4% | +500.9% |
| 10Y | +1,587.5% | +147.3% | +1,440.2% | +1,191.8% |
| All | +3,344.5% | +158.2% | +3,186.3% | +2,615.0% |
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