-9.8%
LEN vs UEC
+289.3%
-299.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -5.7% | +1.9% | -7.6% | -6.0% |
| 3M | -12.2% | +8.9% | -21.1% | -13.3% |
| 6M | -18.3% | -14.5% | -3.8% | -18.1% |
| YTD | -20.2% | -0.7% | -19.5% | -21.5% |
| 1Y | -40.1% | -4.1% | -36.0% | -41.5% |
| 3Y | -26.2% | +148.9% | -175.1% | -37.4% |
| 5Y | -9.8% | +300.0% | -309.8% | -28.8% |
| All | -9.8% | +289.3% | -299.1% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling