-30.3%
LII vs UMAC
+158.0%
-188.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.3% | -10.7% | -1.8% |
| 7D | +2.1% | +14.7% | -12.6% | +1.5% |
| 30D | -12.4% | -0.5% | -11.9% | -12.6% |
| 3M | -24.8% | +0.5% | -25.3% | -25.4% |
| 6M | -25.2% | +57.9% | -83.1% | -27.3% |
| YTD | -20.3% | +103.9% | -124.2% | -24.4% |
| All | -30.3% | +158.0% | -188.2% | -36.4% |
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