+136,006.0%
UNH vs LSCC
+10,808.2%
+125,197.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | -3.8% | -9.7% | +5.9% | -2.8% |
| 3M | +0.7% | -23.7% | +24.5% | +2.9% |
| 6M | +37.9% | +26.5% | +11.4% | +32.7% |
| YTD | +21.9% | +57.5% | -35.6% | +14.2% |
| 1Y | +31.4% | +75.7% | -44.3% | +21.2% |
| 3Y | -11.4% | +19.5% | -30.9% | -17.6% |
| 5Y | +2.5% | +83.8% | -81.2% | -11.8% |
| 10Y | +242.9% | +1,772.4% | -1,529.5% | +119.8% |
| All | +136,006.0% | +10,808.2% | +125,197.8% | +42,911.7% |
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