-45.4%
LEN vs UMAC
+488.3%
-533.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.5% |
| 7D | -7.8% | -4.0% | -3.8% | -7.7% |
| 30D | -11.0% | -9.4% | -1.6% | -11.0% |
| 3M | -12.8% | +3.0% | -15.8% | -13.2% |
| 6M | -20.2% | +27.2% | -47.4% | -21.4% |
| YTD | -23.0% | +84.7% | -107.7% | -25.1% |
| 1Y | -41.8% | +136.5% | -178.3% | -44.0% |
| All | -45.4% | +488.3% | -533.7% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling