+247.9%
LTH vs UMAC
+195.7%
+52.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.3% | -4.0% |
| 7D | -4.6% | +10.1% | -14.8% | -4.9% |
| 30D | +14.8% | -39.1% | +54.0% | +16.0% |
| 3M | +3.9% | -56.2% | +60.2% | +5.6% |
| 6M | +35.5% | -16.2% | +51.7% | +34.5% |
| YTD | +71.3% | -7.1% | +78.5% | +68.2% |
| 1Y | +75.7% | +10.3% | +65.4% | +71.3% |
| All | +247.9% | +195.7% | +52.1% | +200.7% |
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