+1,402.3%
LITE vs UEC
+704.7%
+697.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +4.2% |
| 7D | -35.9% | -10.2% | -25.7% | -34.1% |
| 30D | -51.5% | -26.9% | -24.6% | -47.7% |
| 3M | -35.7% | -35.7% | 0.0% | -29.1% |
| 6M | -43.0% | -56.1% | +13.2% | -32.0% |
| YTD | +46.1% | -40.8% | +86.9% | +61.7% |
| 1Y | +124.7% | -43.4% | +168.1% | +151.9% |
| 3Y | +1,172.1% | +25.4% | +1,146.7% | +1,080.9% |
| 5Y | +477.0% | +51.1% | +425.9% | +379.6% |
| All | +1,402.3% | +704.7% | +697.7% | +910.7% |
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