+59.4%
LH vs UEC
+21.1%
+38.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | +1.1% | -3.8% | +4.8% | +1.2% |
| 30D | +16.7% | -13.5% | +30.3% | +17.4% |
| 3M | +15.1% | -40.5% | +55.6% | +17.6% |
| 6M | +46.3% | -56.7% | +103.0% | +51.1% |
| YTD | +48.8% | -43.0% | +91.7% | +50.6% |
| 1Y | +39.7% | -42.5% | +82.2% | +41.1% |
| 3Y | +87.0% | +11.6% | +75.5% | +75.3% |
| All | +59.4% | +21.1% | +38.3% | +46.0% |
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 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