+11,258.0%
LMT vs HUM
+5,540.8%
+5,717.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -12.5% | +3.7% | -16.2% | -12.9% |
| 3M | -0.5% | +10.4% | -10.9% | -1.8% |
| 6M | -20.0% | +125.7% | -145.8% | -28.1% |
| YTD | +10.4% | +57.3% | -46.9% | +3.2% |
| 1Y | +17.7% | +48.6% | -30.9% | +10.5% |
| 3Y | +34.3% | -11.3% | +45.6% | +31.9% |
| 5Y | +71.8% | +0.8% | +71.0% | +64.4% |
| 10Y | +187.0% | +146.7% | +40.3% | +144.6% |
| All | +11,258.0% | +5,540.8% | +5,717.2% | +6,431.8% |
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