+73.0%
LMT vs HUM
+6.5%
+66.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.3% |
| 7D | -0.2% | +2.1% | -2.3% | -0.4% |
| 30D | -13.1% | +5.4% | -18.5% | -13.4% |
| 3M | -3.9% | +11.4% | -15.3% | -4.8% |
| 6M | -18.3% | +141.5% | -159.8% | -24.0% |
| YTD | +10.3% | +61.2% | -50.8% | +5.7% |
| 1Y | +14.2% | +49.2% | -34.9% | +10.0% |
| 3Y | +35.0% | -9.0% | +44.0% | +35.5% |
| All | +73.0% | +6.5% | +66.5% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling