-3.3%
LVS vs HUM
+152.7%
-156.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.2% |
| 7D | -3.5% | +2.1% | -5.5% | -3.8% |
| 30D | -6.2% | +5.4% | -11.6% | -7.1% |
| 3M | -14.8% | +11.4% | -26.2% | -16.7% |
| 6M | -20.9% | +141.5% | -162.4% | -33.1% |
| YTD | -33.0% | +61.2% | -94.2% | -39.5% |
| 1Y | -20.0% | +49.2% | -69.2% | -27.1% |
| 3Y | -6.9% | -9.0% | +2.1% | -7.6% |
| 5Y | +9.1% | +7.2% | +1.9% | -0.2% |
| All | -3.3% | +152.7% | -156.0% | -22.7% |
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