+52.0%
LSCC vs UMAC
+494.0%
-442.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +2.2% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | -9.7% | -7.7% | -2.0% | -9.5% |
| 3M | -23.7% | -26.4% | +2.7% | -23.0% |
| 6M | +26.5% | +61.9% | -35.4% | +20.1% |
| YTD | +57.5% | +86.5% | -29.0% | +47.2% |
| 1Y | +75.7% | +156.3% | -80.6% | +60.7% |
| All | +52.0% | +494.0% | -442.0% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling