+47.3%
LSCC vs UMAC
+182.0%
-134.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.8% | -5.1% |
| 7D | +7.0% | -5.2% | +12.2% | +7.5% |
| 30D | -2.3% | -36.4% | +34.1% | +1.1% |
| 3M | -12.5% | -58.6% | +46.1% | -7.1% |
| 6M | -10.6% | -24.6% | +14.1% | -9.6% |
| YTD | +52.7% | -11.5% | +64.2% | +50.7% |
| 1Y | +74.0% | +16.9% | +57.1% | +68.4% |
| All | +47.3% | +182.0% | -134.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling