+247.4%
UNH vs LSCC
+1,791.9%
-1,544.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.8% |
| 7D | +1.1% | +5.2% | -4.1% | +0.6% |
| 30D | -1.5% | -9.6% | +8.1% | -0.5% |
| 3M | -0.8% | -17.8% | +16.9% | +0.7% |
| 6M | +41.8% | +37.4% | +4.4% | +34.3% |
| YTD | +23.1% | +59.7% | -36.6% | +13.9% |
| 1Y | +28.5% | +76.2% | -47.7% | +17.1% |
| 3Y | -11.8% | +28.2% | -39.9% | -19.0% |
| 5Y | +5.3% | +87.2% | -81.9% | -13.6% |
| 10Y | +247.4% | +1,795.0% | -1,547.6% | +79.3% |
| All | +247.4% | +1,791.9% | -1,544.5% | +79.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling