+54.6%
LNT vs UMAC
+508.0%
-453.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -1.1% |
| 7D | +0.2% | +3.3% | -3.1% | +0.2% |
| 30D | -0.5% | -10.4% | +9.9% | -0.5% |
| 3M | -5.5% | +1.8% | -7.3% | -5.5% |
| 6M | -3.8% | +40.7% | -44.5% | -4.1% |
| YTD | +6.8% | +90.9% | -84.1% | +6.2% |
| 1Y | +9.3% | +151.8% | -142.4% | +8.4% |
| All | +54.6% | +508.0% | -453.4% | +48.0% |
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