+129.1%
UMC vs LSCC
+245.7%
-116.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +0.7% |
| 7D | -17.0% | +13.0% | -29.9% | -20.7% |
| 30D | -40.6% | -19.8% | -20.8% | -35.3% |
| 3M | -27.9% | -18.4% | -9.5% | -22.5% |
| 6M | -7.5% | -16.1% | +8.7% | -1.3% |
| YTD | +79.3% | +42.7% | +36.6% | +53.2% |
| 1Y | +92.8% | +68.0% | +24.8% | +54.2% |
| 3Y | +108.2% | +85.8% | +22.3% | +44.7% |
| 5Y | +68.4% | +28.0% | +40.4% | +28.7% |
| 10Y | +1,107.7% | +1,255.1% | -147.4% | +224.7% |
| All | +129.1% | +245.7% | -116.7% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling