+37.7%
LSCC vs UMAC
+197.5%
-159.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.8% | -3.7% | +6.3% |
| 7D | +13.0% | -23.4% | +36.3% | +15.2% |
| 30D | -19.8% | -45.6% | +25.8% | -16.1% |
| 3M | -18.4% | -50.9% | +32.5% | -14.4% |
| 6M | -16.1% | -16.5% | +0.4% | -15.8% |
| YTD | +42.7% | -6.6% | +49.3% | +40.2% |
| 1Y | +68.0% | +10.7% | +57.3% | +62.8% |
| All | +37.7% | +197.5% | -159.8% | +25.5% |
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 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