+76.2%
LSCC vs UMAC
+168.1%
-91.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -8.0% | 0.0% |
| 7D | +5.2% | +14.7% | -9.5% | +3.0% |
| 30D | -9.6% | -0.5% | -9.1% | -10.4% |
| 3M | -17.8% | +0.5% | -18.3% | -19.9% |
| 6M | +37.4% | +57.9% | -20.5% | +22.9% |
| YTD | +59.7% | +103.9% | -44.2% | +32.7% |
| 1Y | +76.2% | +159.3% | -83.1% | +41.7% |
| All | +76.2% | +168.1% | -91.9% | +41.7% |
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 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