+27.2%
UL vs COMP
-52.0%
+79.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.7% | -13.3% | -2.9% |
| 7D | +1.1% | +13.4% | -12.3% | +0.6% |
| 30D | +8.2% | +11.1% | -2.9% | +7.7% |
| 3M | +4.5% | -18.8% | +23.4% | +5.2% |
| 6M | +12.6% | +10.5% | +2.1% | +11.8% |
| YTD | +3.5% | -3.4% | +6.9% | +2.9% |
| 1Y | -0.4% | +19.7% | -20.1% | -1.8% |
| 3Y | +36.0% | +381.6% | -345.6% | +25.9% |
| 5Y | +30.9% | -17.6% | +48.5% | +23.8% |
| All | +27.2% | -52.0% | +79.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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