+38.9%
LH vs UMAC
+488.3%
-449.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.4% |
| 7D | -7.4% | -4.0% | -3.4% | -7.4% |
| 30D | -4.6% | -9.4% | +4.8% | -4.6% |
| 3M | +14.5% | +3.0% | +11.5% | +14.1% |
| 6M | +14.8% | +27.2% | -12.4% | +13.5% |
| YTD | +23.3% | +84.7% | -61.4% | +21.0% |
| 1Y | +13.6% | +136.5% | -122.9% | +10.7% |
| All | +38.9% | +488.3% | -449.4% | +28.8% |
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