+55.8%
LHX vs UEC
+134.5%
-78.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | -0.6% |
| 7D | -4.8% | -4.3% | -0.5% | -4.6% |
| 30D | -12.7% | -3.8% | -8.9% | -12.7% |
| 3M | -17.6% | +17.0% | -34.6% | -18.4% |
| 6M | -30.7% | -23.9% | -6.8% | -30.4% |
| YTD | -14.3% | -5.7% | -8.7% | -14.1% |
| 1Y | -8.4% | -12.5% | +4.1% | -8.2% |
| All | +55.8% | +134.5% | -78.7% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling