+47.2%
LH vs UEC
-46.3%
+93.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.8% | +4.0% |
| 7D | +2.1% | -13.8% | +15.9% | +2.5% |
| 30D | +19.2% | -23.1% | +42.3% | +19.8% |
| 3M | +18.0% | -31.5% | +49.5% | +19.0% |
| 6M | +46.1% | -51.5% | +97.6% | +48.3% |
| YTD | +47.7% | -38.4% | +86.1% | +48.1% |
| 1Y | +47.2% | -44.7% | +91.9% | +47.7% |
| All | +47.2% | -46.3% | +93.6% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling