+232.6%
LRCX vs UMAC
+473.8%
-241.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.2% |
| 7D | -3.1% | -3.4% | +0.3% | -2.8% |
| 30D | -8.6% | -15.1% | +6.5% | -7.9% |
| 3M | -17.7% | -10.8% | -6.9% | -17.9% |
| 6M | +36.4% | +15.7% | +20.7% | +32.1% |
| YTD | +74.5% | +80.1% | -5.6% | +64.5% |
| 1Y | +159.4% | +116.7% | +42.7% | +141.2% |
| All | +232.6% | +473.8% | -241.1% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling