+168.9%
LII vs UEC
+623.0%
-454.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -2.3% | +0.6% | -2.8% | -2.4% |
| 30D | -1.7% | -18.1% | +16.4% | -0.2% |
| 3M | -18.3% | -36.9% | +18.6% | -15.3% |
| 6M | -32.3% | -56.1% | +23.8% | -28.0% |
| YTD | -27.1% | -38.1% | +11.0% | -25.4% |
| 1Y | -27.2% | -41.7% | +14.5% | -25.3% |
| 3Y | -8.9% | +28.2% | -37.1% | -16.2% |
| 5Y | +19.7% | +31.7% | -12.0% | +4.7% |
| 10Y | +168.9% | +685.9% | -517.0% | +89.2% |
| All | +168.9% | +623.0% | -454.1% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling