-10.0%
LOW vs UMC
+252.9%
-262.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -2.6% | +11.4% | -14.0% | -3.3% |
| 30D | -11.1% | +16.8% | -27.9% | -12.0% |
| 3M | -8.5% | +19.1% | -27.6% | -10.9% |
| 6M | -20.8% | +137.4% | -158.3% | -29.9% |
| YTD | -17.2% | +186.4% | -203.6% | -29.5% |
| 1Y | -24.7% | +229.1% | -253.8% | -37.8% |
| All | -10.0% | +252.9% | -262.9% | -31.4% |
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