+92.5%
LLY vs UMC
+252.9%
-160.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -3.2% | +11.4% | -14.5% | -3.8% |
| 30D | -7.4% | +16.8% | -24.2% | -8.3% |
| 3M | -1.0% | +19.1% | -20.1% | -4.1% |
| 6M | +12.5% | +137.4% | -124.9% | -1.9% |
| YTD | +5.0% | +186.4% | -181.4% | -12.1% |
| 1Y | +49.8% | +229.1% | -179.3% | +21.9% |
| All | +92.5% | +252.9% | -160.4% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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