+1,272.7%
UMC vs LSCC
+1,351.6%
-78.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -0.3% |
| 7D | +11.2% | +7.0% | +4.2% | +8.5% |
| 30D | -28.0% | -2.3% | -25.7% | -27.5% |
| 3M | -20.5% | -12.5% | -8.0% | -17.1% |
| 6M | -1.6% | -10.6% | +9.0% | +2.5% |
| YTD | +99.4% | +52.7% | +46.7% | +70.1% |
| 1Y | +120.4% | +74.0% | +46.4% | +79.2% |
| 3Y | +134.2% | +104.8% | +29.4% | +64.0% |
| 5Y | +78.8% | +36.2% | +42.6% | +35.9% |
| All | +1,272.7% | +1,351.6% | -78.8% | +493.3% |
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