+1,772.2%
UMC vs LSCC
+1,791.9%
-19.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.6% |
| 7D | +6.6% | +5.2% | +1.4% | +4.7% |
| 30D | +16.6% | -9.6% | +26.2% | +20.5% |
| 3M | +11.0% | -17.8% | +28.8% | +19.6% |
| 6M | +131.3% | +37.4% | +93.9% | +107.6% |
| YTD | +182.5% | +59.7% | +122.8% | +138.8% |
| 1Y | +222.3% | +76.2% | +146.0% | +161.2% |
| 3Y | +253.0% | +28.2% | +224.9% | +193.4% |
| 5Y | +141.8% | +87.2% | +54.6% | +68.9% |
| 10Y | +1,772.2% | +1,795.0% | -22.8% | +738.1% |
| All | +1,772.2% | +1,791.9% | -19.7% | +738.1% |
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