+217.0%
LTH vs UMAC
+473.8%
-256.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -4.0% | -3.4% | -0.6% | -3.9% |
| 30D | -5.3% | -15.1% | +9.8% | -5.1% |
| 3M | +19.0% | -10.8% | +29.8% | +18.9% |
| 6M | +55.8% | +15.7% | +40.1% | +53.2% |
| YTD | +56.1% | +80.1% | -24.0% | +51.2% |
| 1Y | +41.3% | +116.7% | -75.5% | +35.4% |
| All | +217.0% | +473.8% | -256.7% | +170.3% |
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