+87.3%
LSCC vs UMAC
+14.0%
+73.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.9% | +10.3% |
| 7D | +14.5% | -2.9% | +17.4% | +14.9% |
| 30D | -0.1% | -35.6% | +35.5% | +6.3% |
| 3M | -2.7% | -51.3% | +48.6% | +6.4% |
| 6M | -4.8% | -17.5% | +12.7% | -2.7% |
| YTD | +66.9% | -0.7% | +67.6% | +58.2% |
| All | +87.3% | +14.0% | +73.3% | +69.8% |
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 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