+154.5%
LEN vs UEC
+73.5%
+81.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.2% | -6.9% | +3.8% | -2.4% |
| 30D | -4.9% | +7.6% | -12.5% | -6.0% |
| 3M | -8.5% | -18.4% | +9.9% | -7.1% |
| 6M | -20.7% | -23.3% | +2.6% | -19.4% |
| YTD | -17.4% | -1.2% | -16.2% | -19.2% |
| 1Y | -38.2% | +2.3% | -40.6% | -40.8% |
| 3Y | -24.9% | +162.3% | -187.1% | -39.1% |
| 5Y | -11.4% | +287.2% | -298.7% | -36.6% |
| 10Y | +110.0% | +1,009.6% | -899.6% | +12.1% |
| All | +154.5% | +73.5% | +81.0% | -4.7% |
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 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