+448.2%
LH vs UEC
+73.5%
+374.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -2.5% | -6.9% | +4.5% | -2.1% |
| 30D | +4.3% | +7.6% | -3.3% | +3.8% |
| 3M | +25.5% | -18.4% | +43.9% | +26.4% |
| 6M | +17.0% | -23.3% | +40.2% | +17.6% |
| YTD | +31.3% | -1.2% | +32.5% | +29.7% |
| 1Y | +20.0% | +2.3% | +17.7% | +17.5% |
| 3Y | +63.9% | +162.3% | -98.4% | +47.7% |
| 5Y | +30.9% | +287.2% | -256.4% | +11.3% |
| 10Y | +191.4% | +1,009.6% | -818.2% | +116.5% |
| All | +448.2% | +73.5% | +374.6% | +277.2% |
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