+56.6%
LSCC vs UMAC
+3.5%
+53.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.8% | -3.7% | +5.4% |
| 7D | +13.0% | -23.4% | +36.3% | +17.2% |
| 30D | -19.8% | -45.6% | +25.8% | -12.6% |
| 3M | -18.4% | -50.9% | +32.5% | -10.8% |
| 6M | -16.1% | -16.5% | +0.4% | -14.1% |
| YTD | +42.7% | -6.6% | +49.3% | +36.4% |
| All | +56.6% | +3.5% | +53.1% | +45.5% |
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