+49.3%
LSCC vs UMAC
+237.0%
-187.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +13.3% | -4.8% | +7.4% |
| 7D | +19.3% | -5.5% | +24.9% | +19.7% |
| 30D | -9.6% | -35.3% | +25.6% | -6.7% |
| 3M | -12.4% | -48.4% | +36.0% | -8.6% |
| 6M | -10.5% | +0.4% | -10.9% | -11.4% |
| YTD | +54.8% | +5.8% | +49.0% | +50.6% |
| 1Y | +79.4% | +27.3% | +52.1% | +72.0% |
| All | +49.3% | +237.0% | -187.7% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling