-19.4%
LII vs UMAC
+216.2%
-235.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -2.3% | -2.9% | +0.6% | -2.3% |
| 30D | -1.7% | -35.6% | +33.9% | -0.5% |
| 3M | -18.3% | -51.3% | +33.0% | -16.8% |
| 6M | -32.3% | -17.5% | -14.8% | -32.7% |
| YTD | -27.1% | -0.7% | -26.4% | -28.5% |
| 1Y | -27.2% | +16.5% | -43.7% | -29.1% |
| All | -19.4% | +216.2% | -235.6% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling