+231.0%
UNH vs LSCC
+1,398.6%
-1,167.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.6% | 0.0% |
| 7D | -0.7% | +19.3% | -20.0% | -2.7% |
| 30D | +4.8% | -9.6% | +14.5% | +5.6% |
| 3M | -1.7% | -12.4% | +10.7% | -0.9% |
| 6M | +5.9% | -10.5% | +16.3% | +5.4% |
| YTD | +22.8% | +54.8% | -32.0% | +13.4% |
| 1Y | +25.9% | +79.4% | -53.5% | +13.9% |
| 3Y | -21.4% | +109.6% | -131.0% | -33.2% |
| 5Y | -6.3% | +40.4% | -46.6% | -19.4% |
| 10Y | +231.0% | +1,379.1% | -1,148.1% | +67.9% |
| All | +231.0% | +1,398.6% | -1,167.6% | +67.9% |
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