+5.2%
LOW vs UMC
+143.5%
-138.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.2% |
| 7D | -3.7% | +9.0% | -12.7% | -4.9% |
| 30D | -8.9% | +17.2% | -26.1% | -11.0% |
| 3M | -10.4% | +11.4% | -21.8% | -13.5% |
| 6M | -19.4% | +137.5% | -156.9% | -34.0% |
| YTD | -17.1% | +193.1% | -210.2% | -36.2% |
| 1Y | -26.3% | +240.3% | -266.6% | -45.6% |
| 3Y | -9.9% | +262.2% | -272.1% | -36.4% |
| All | +5.2% | +143.5% | -138.3% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling