-9.3%
LHX vs UEC
-46.3%
+37.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.9% | -1.6% | -6.0% |
| 7D | -0.3% | -13.8% | +13.5% | +0.9% |
| 30D | +9.7% | -23.1% | +32.8% | +12.0% |
| 3M | -8.5% | -31.5% | +23.0% | -6.0% |
| 6M | -15.1% | -51.5% | +36.4% | -9.9% |
| YTD | -10.4% | -38.4% | +28.0% | -8.2% |
| 1Y | -9.3% | -44.7% | +35.4% | -6.9% |
| All | -9.3% | -46.3% | +37.0% | -6.9% |
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