-26.5%
LEN vs UEC
+156.3%
-182.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.9% | -4.0% |
| 7D | -2.9% | +2.6% | -5.5% | -3.0% |
| 30D | -8.9% | +5.6% | -14.5% | -9.3% |
| 3M | -10.9% | -5.7% | -5.2% | -11.1% |
| 6M | -19.7% | -8.0% | -11.6% | -19.9% |
| YTD | -20.6% | +1.8% | -22.4% | -21.3% |
| 1Y | -42.4% | +0.6% | -43.0% | -43.3% |
| 3Y | -26.5% | +155.2% | -181.7% | -36.4% |
| All | -26.5% | +156.3% | -182.8% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling