-31.8%
LVS vs UMAC
+2.9%
-34.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -10.9% | +17.4% | +6.5% |
| 7D | +13.4% | -26.0% | +39.4% | +13.6% |
| 30D | +12.2% | -40.3% | +52.5% | +12.7% |
| 3M | -10.7% | -51.1% | +40.4% | -10.2% |
| 6M | -19.8% | -5.6% | -14.2% | -21.4% |
| YTD | -35.8% | +2.3% | -38.1% | -37.4% |
| 1Y | -31.8% | +7.9% | -39.7% | -33.2% |
| All | -31.8% | +2.9% | -34.7% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling