+255.4%
LTH vs UMAC
+182.0%
+73.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.3% |
| 7D | -1.3% | -5.2% | +3.9% | -1.2% |
| 30D | +15.7% | -36.4% | +52.0% | +16.7% |
| 3M | +5.0% | -58.6% | +63.6% | +6.8% |
| 6M | +37.7% | -24.6% | +62.3% | +37.0% |
| YTD | +75.0% | -11.5% | +86.5% | +72.0% |
| 1Y | +82.6% | +16.9% | +65.8% | +77.8% |
| All | +255.4% | +182.0% | +73.4% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling