+417.5%
LIN vs UEC
+704.7%
-287.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.9% | -1.7% |
| 7D | +0.2% | -10.2% | +10.4% | +1.0% |
| 30D | +6.5% | -26.9% | +33.4% | +9.1% |
| 3M | +5.5% | -35.7% | +41.2% | +9.0% |
| 6M | +3.3% | -56.1% | +59.4% | +9.6% |
| YTD | +22.0% | -40.8% | +62.8% | +24.4% |
| 1Y | +25.7% | -43.4% | +69.1% | +28.2% |
| 3Y | +36.2% | +25.4% | +10.9% | +22.2% |
| 5Y | +66.1% | +51.1% | +15.0% | +37.5% |
| All | +417.5% | +704.7% | -287.2% | +205.1% |
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