-22.5%
LEN vs UMAC
+2.9%
-25.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -10.9% | +18.0% | +7.1% |
| 7D | +10.5% | -26.0% | +36.5% | +10.7% |
| 30D | +24.6% | -40.3% | +65.0% | +25.2% |
| 3M | +6.6% | -51.1% | +57.8% | +7.2% |
| 6M | +10.6% | -5.6% | +16.3% | +10.9% |
| YTD | -8.3% | +2.3% | -10.6% | -8.8% |
| 1Y | -22.5% | +7.9% | -30.4% | -22.3% |
| All | -22.5% | +2.9% | -25.4% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling