+42.7%
LLY vs UMAC
-25.4%
+68.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.3% |
| 7D | +6.7% | -5.2% | +11.9% | +6.8% |
| 30D | +19.6% | -36.4% | +55.9% | +19.7% |
| 3M | +19.7% | -58.6% | +78.3% | +20.1% |
| 6M | +42.7% | -24.6% | +67.4% | +38.8% |
| All | +42.7% | -25.4% | +68.2% | +38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling