+122.5%
UMC vs LSCC
+82.7%
+39.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.8% |
| 7D | +5.0% | +1.3% | +3.6% | +4.3% |
| 30D | +7.7% | -9.7% | +17.3% | +11.8% |
| 3M | +1.7% | -23.7% | +25.4% | +13.4% |
| 6M | +113.9% | +26.5% | +87.4% | +95.4% |
| YTD | +168.9% | +57.5% | +111.4% | +123.7% |
| 1Y | +207.2% | +75.7% | +131.5% | +142.5% |
| 3Y | +227.7% | +19.5% | +208.2% | +181.2% |
| All | +122.5% | +82.7% | +39.8% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling