+168.6%
LII vs UEC
+765.9%
-597.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.1% | -7.9% | +1.3% |
| 7D | -1.2% | +1.5% | -2.6% | -1.4% |
| 30D | -2.0% | -17.1% | +15.1% | -0.6% |
| 3M | -20.2% | -32.3% | +12.1% | -17.9% |
| 6M | -32.5% | -49.7% | +17.2% | -29.1% |
| YTD | -27.4% | -34.8% | +7.4% | -26.1% |
| 1Y | -28.2% | -37.5% | +9.4% | -26.8% |
| 3Y | -7.2% | +37.1% | -44.3% | -15.1% |
| 5Y | +19.9% | +44.3% | -24.4% | +4.2% |
| 10Y | +168.6% | +737.4% | -568.7% | +91.2% |
| All | +168.6% | +765.9% | -597.3% | +91.2% |
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