-44.3%
LEN vs UMAC
+473.8%
-518.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +2.2% |
| 7D | -4.8% | -3.4% | -1.4% | -4.7% |
| 30D | -6.6% | -15.1% | +8.5% | -6.4% |
| 3M | -15.7% | -10.8% | -4.9% | -15.8% |
| 6M | -16.6% | +15.7% | -32.3% | -17.8% |
| YTD | -21.3% | +80.1% | -101.5% | -23.4% |
| 1Y | -42.0% | +116.7% | -158.7% | -44.1% |
| All | -44.3% | +473.8% | -518.0% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling