+5,083.9%
LITE vs HUM
+136.2%
+4,947.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | -1.5% | +4.2% | -5.7% | -2.2% |
| 30D | +6.7% | +10.4% | -3.7% | +5.1% |
| 3M | -6.8% | +15.1% | -21.8% | -8.6% |
| 6M | +29.4% | +120.9% | -91.5% | +14.8% |
| YTD | +139.1% | +57.9% | +81.1% | +120.6% |
| 1Y | +521.0% | +30.6% | +490.4% | +488.6% |
| 3Y | +1,535.3% | -9.6% | +1,544.9% | +1,534.2% |
| 5Y | +889.8% | +1.6% | +888.3% | +815.4% |
| 10Y | +2,400.7% | +146.4% | +2,254.3% | +1,831.0% |
| All | +5,083.9% | +136.2% | +4,947.6% | +4,049.4% |
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