+185.8%
LMT vs HUM
+152.7%
+33.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.5% |
| 7D | -0.2% | +2.1% | -2.3% | -0.6% |
| 30D | -13.1% | +5.4% | -18.5% | -13.9% |
| 3M | -3.9% | +11.4% | -15.3% | -6.0% |
| 6M | -18.3% | +141.5% | -159.8% | -31.2% |
| YTD | +10.3% | +61.2% | -50.8% | -0.6% |
| 1Y | +14.2% | +49.2% | -34.9% | +4.1% |
| 3Y | +35.0% | -9.0% | +44.0% | +34.0% |
| 5Y | +73.2% | +7.2% | +66.1% | +58.8% |
| All | +185.8% | +152.7% | +33.1% | +105.0% |
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 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