+156.2%
LEN vs UEC
+0.2%
+156.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -5.8% | -3.8% | -2.0% | -5.4% |
| 30D | +13.7% | -13.5% | +27.2% | +15.3% |
| 3M | -3.9% | -40.5% | +36.6% | +1.5% |
| 6M | -0.4% | -56.7% | +56.3% | +8.3% |
| YTD | -16.8% | -43.0% | +26.1% | -13.6% |
| 1Y | -29.5% | -42.5% | +13.0% | -27.2% |
| 3Y | -25.6% | +11.6% | -37.1% | -33.1% |
| 5Y | -13.2% | +21.8% | -35.0% | -28.0% |
| 10Y | +138.5% | +623.9% | -485.4% | +33.4% |
| All | +156.2% | +0.2% | +156.1% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling