-16.5%
LPLA vs UMAC
+2.9%
-19.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -10.9% | +15.5% | +5.0% |
| 7D | +15.7% | -26.0% | +41.8% | +16.8% |
| 30D | -6.2% | -40.3% | +34.1% | -4.7% |
| 3M | -12.0% | -51.1% | +39.1% | -10.2% |
| 6M | -2.7% | -5.6% | +2.9% | -7.2% |
| YTD | -12.5% | +2.3% | -14.8% | -21.0% |
| 1Y | -16.5% | +7.9% | -24.4% | -26.3% |
| All | -16.5% | +2.9% | -19.4% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling