I don't have it. Someone correct me if my understanding is wrong but I read somewhere that in a lawsuit your insurance will use your auto/home insurance limits first, anything beyond that is then covered under the umbrella policy ($1M umbrella would include the auto/home limits so it's only providing $600k of coverage if your auto/home covers $400k, if I recall). Since all my big assets are already protected from lawsuits i.e. primary residence, 401k, IRA the only exposure would be to my savings and investment accounts. These accounts are while sizable now, one, they still fall within the auto/home policy coverage limits and two if I'm sued for a bigger amount than that it still won't make or break me.
Even with the umbrella you could be sued for a higher amount than your policy covers so you can keep doing the what-ifs indefinitely.