-21.4%
LII vs UMAC
+197.5%
-218.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -2.3% |
| 7D | -0.6% | -23.4% | +22.8% | +0.1% |
| 30D | -4.6% | -45.6% | +41.0% | -2.9% |
| 3M | -21.2% | -50.9% | +29.7% | -19.8% |
| 6M | -36.4% | -16.5% | -19.9% | -36.8% |
| YTD | -28.9% | -6.6% | -22.3% | -30.2% |
| 1Y | -29.5% | +10.7% | -40.2% | -31.3% |
| All | -21.4% | +197.5% | -218.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling