+18.7%
LHX vs UEC
+198.6%
-179.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.0% | -0.8% |
| 7D | -4.3% | -9.4% | +5.2% | -3.7% |
| 30D | -15.1% | -8.0% | -7.1% | -14.8% |
| 3M | -21.0% | -1.7% | -19.3% | -21.2% |
| 6M | -32.0% | -26.1% | -5.8% | -31.3% |
| YTD | -15.3% | -10.5% | -4.8% | -15.6% |
| 1Y | -11.1% | -13.3% | +2.2% | -11.7% |
| 3Y | +54.0% | +116.4% | -62.3% | +38.7% |
| All | +18.7% | +198.6% | -179.9% | 0.0% |
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