+427.9%
LIN vs UEC
+631.2%
-203.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.2% | -0.3% |
| 7D | +0.2% | +4.9% | -4.7% | -0.3% |
| 30D | +6.2% | -17.5% | +23.6% | +7.6% |
| 3M | +9.3% | -40.1% | +49.5% | +13.6% |
| 6M | +4.4% | -56.1% | +60.5% | +10.6% |
| YTD | +23.7% | -41.8% | +65.5% | +26.2% |
| 1Y | +23.5% | -44.8% | +68.3% | +26.1% |
| 3Y | +35.8% | +20.6% | +15.2% | +22.3% |
| 5Y | +65.9% | +24.3% | +41.6% | +40.5% |
| All | +427.9% | +631.2% | -203.3% | +217.7% |
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 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