+1,198.4%
UMC vs LSCC
+1,398.6%
-200.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.4% | -0.9% | +4.4% |
| 7D | -9.2% | +19.3% | -28.5% | -14.7% |
| 30D | -35.1% | -9.6% | -25.5% | -32.7% |
| 3M | -20.5% | -12.4% | -8.0% | -17.0% |
| 6M | -1.7% | -10.5% | +8.7% | +2.3% |
| YTD | +92.8% | +54.8% | +38.0% | +63.7% |
| 1Y | +104.5% | +79.4% | +25.1% | +64.5% |
| 3Y | +129.8% | +109.6% | +20.3% | +59.7% |
| 5Y | +74.0% | +40.4% | +33.6% | +31.0% |
| 10Y | +1,198.4% | +1,379.1% | -180.7% | +458.3% |
| All | +1,198.4% | +1,398.6% | -200.1% | +458.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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