-6.7%
UNH vs LSCC
+26.3%
-33.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.8% |
| 7D | -3.2% | +13.0% | -16.1% | -3.8% |
| 30D | +4.8% | -19.8% | +24.7% | +5.8% |
| 3M | -1.8% | -18.4% | +16.6% | -1.1% |
| 6M | +8.6% | -16.1% | +24.7% | +8.6% |
| YTD | +21.8% | +42.7% | -21.0% | +17.2% |
| 1Y | +25.8% | +68.0% | -42.2% | +19.9% |
| 3Y | -21.3% | +85.8% | -107.2% | -26.8% |
| All | -6.7% | +26.3% | -33.1% | -12.3% |
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 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