+416.0%
LRCX vs HUM
+6.5%
+409.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | 0.0% |
| 7D | -3.1% | +2.1% | -5.1% | -3.2% |
| 30D | -8.6% | +5.4% | -13.9% | -8.8% |
| 3M | -17.7% | +11.4% | -29.1% | -18.0% |
| 6M | +36.4% | +141.5% | -105.2% | +31.8% |
| YTD | +74.5% | +61.2% | +13.4% | +70.6% |
| 1Y | +159.4% | +49.2% | +110.3% | +154.2% |
| 3Y | +361.6% | -9.0% | +370.6% | +362.8% |
| All | +416.0% | +6.5% | +409.5% | +364.5% |
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