+218.9%
LTH vs UMAC
+508.0%
-289.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.5% |
| 7D | -4.0% | +3.3% | -7.3% | -4.1% |
| 30D | -1.7% | -10.4% | +8.7% | -1.6% |
| 3M | +28.0% | +1.8% | +26.2% | +27.4% |
| 6M | +54.1% | +40.7% | +13.3% | +50.7% |
| YTD | +57.1% | +90.9% | -33.8% | +51.9% |
| 1Y | +45.8% | +151.8% | -106.0% | +39.2% |
| All | +218.9% | +508.0% | -289.1% | +171.5% |
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