+69.8%
LSCC vs UMAC
+17.2%
+52.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +13.3% | -4.8% | +6.3% |
| 7D | +19.3% | -5.5% | +24.9% | +20.0% |
| 30D | -9.6% | -35.3% | +25.6% | -4.1% |
| 3M | -12.4% | -48.4% | +36.0% | -5.2% |
| 6M | -10.5% | +0.4% | -10.9% | -10.7% |
| YTD | +54.8% | +5.8% | +49.0% | +45.0% |
| All | +69.8% | +17.2% | +52.6% | +54.7% |
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