+3,549.0%
LRCX vs HUM
+152.7%
+3,396.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | -3.1% | +2.1% | -5.1% | -3.5% |
| 30D | -8.6% | +5.4% | -13.9% | -9.7% |
| 3M | -17.7% | +11.4% | -29.1% | -19.8% |
| 6M | +36.4% | +141.5% | -105.2% | +10.1% |
| YTD | +74.5% | +61.2% | +13.4% | +53.1% |
| 1Y | +159.4% | +49.2% | +110.3% | +130.1% |
| 3Y | +361.6% | -9.0% | +370.6% | +354.4% |
| 5Y | +425.2% | +7.2% | +418.1% | +356.0% |
| All | +3,549.0% | +152.7% | +3,396.3% | +2,366.1% |
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