+30.5%
UL vs COMP
-56.6%
+87.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.2% | +9.3% | +1.5% |
| 7D | +5.5% | -1.8% | +7.3% | +5.5% |
| 30D | +11.4% | -0.8% | +12.1% | +11.3% |
| 3M | +6.0% | -28.1% | +34.1% | +7.1% |
| 6M | +18.0% | +27.0% | -9.0% | +16.7% |
| YTD | +6.2% | -12.8% | +19.0% | +5.9% |
| 1Y | +1.5% | +4.9% | -3.4% | +0.6% |
| 3Y | +39.8% | +321.0% | -281.2% | +30.0% |
| 5Y | +34.3% | -25.6% | +59.9% | +27.5% |
| All | +30.5% | -56.6% | +87.2% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling