+38.8%
LPLA vs UMAC
+549.5%
-510.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.3% | -11.9% | -2.7% |
| 7D | -2.1% | +14.7% | -16.8% | -2.3% |
| 30D | -3.3% | -0.5% | -2.8% | -3.4% |
| 3M | +23.5% | +0.5% | +23.0% | +23.1% |
| 6M | +12.0% | +57.9% | -45.9% | +9.7% |
| YTD | -1.7% | +103.9% | -105.6% | -4.4% |
| 1Y | +3.2% | +159.3% | -156.1% | -0.3% |
| All | +38.8% | +549.5% | -510.7% | +36.2% |
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