+521.3%
LH vs UEC
+0.2%
+521.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.6% |
| 3M | +15.1% | -40.5% | +55.6% | +18.1% |
| 6M | +46.3% | -56.7% | +103.0% | +52.1% |
| YTD | +48.8% | -43.0% | +91.7% | +51.3% |
| 1Y | +39.7% | -42.5% | +82.2% | +41.7% |
| 3Y | +87.0% | +11.6% | +75.5% | +77.3% |
| 5Y | +53.0% | +21.8% | +31.2% | +39.5% |
| 10Y | +264.3% | +623.9% | -359.6% | +177.5% |
| All | +521.3% | +0.2% | +521.1% | +340.0% |
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