+695.8%
LHX vs UEC
+78.8%
+617.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.5% |
| 7D | -2.5% | +2.6% | -5.1% | -2.7% |
| 30D | -10.4% | +5.6% | -16.0% | -10.9% |
| 3M | -14.9% | -5.7% | -9.2% | -15.1% |
| 6M | -29.6% | -8.0% | -21.6% | -30.1% |
| YTD | -11.8% | +1.8% | -13.6% | -13.3% |
| 1Y | -5.1% | +0.6% | -5.7% | -7.3% |
| 3Y | +61.3% | +155.2% | -93.8% | +40.9% |
| 5Y | +22.4% | +305.8% | -283.4% | -2.2% |
| 10Y | +232.2% | +943.0% | -710.7% | +118.2% |
| All | +695.8% | +78.8% | +617.0% | +357.7% |
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