+1,568.0%
LITE vs UEC
+631.2%
+936.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.3% | -2.3% |
| 7D | +22.6% | +4.9% | +17.6% | +21.4% |
| 30D | -36.8% | -17.5% | -19.3% | -33.5% |
| 3M | -33.0% | -40.1% | +7.1% | -24.8% |
| 6M | -37.1% | -56.1% | +19.1% | -24.9% |
| YTD | +69.5% | -41.8% | +111.3% | +88.6% |
| 1Y | +146.1% | -44.8% | +190.9% | +177.7% |
| 3Y | +1,440.8% | +20.6% | +1,420.3% | +1,340.6% |
| 5Y | +580.4% | +24.3% | +556.1% | +483.6% |
| All | +1,568.0% | +631.2% | +936.8% | +929.9% |
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