+236.4%
LDOS vs UEC
+623.0%
-386.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.5% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +10.1% | -18.1% | +28.2% | +11.4% |
| 3M | -4.7% | -36.9% | +32.3% | -2.0% |
| 6M | +5.6% | -56.1% | +61.7% | +10.7% |
| YTD | -25.1% | -38.1% | +13.0% | -23.9% |
| 1Y | -31.7% | -41.7% | +10.0% | -30.5% |
| 3Y | +33.7% | +28.2% | +5.5% | +23.4% |
| 5Y | +54.4% | +31.7% | +22.7% | +35.2% |
| 10Y | +236.4% | +685.9% | -449.4% | +131.7% |
| All | +236.4% | +623.0% | -386.6% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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