+1,493.1%
LITE vs UEC
+616.1%
+877.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.0% |
| 7D | +10.8% | -3.8% | +14.5% | +11.8% |
| 30D | -33.4% | -13.5% | -19.9% | -30.7% |
| 3M | -32.2% | -40.5% | +8.2% | -23.8% |
| 6M | -42.1% | -56.7% | +14.6% | -30.7% |
| YTD | +61.9% | -43.0% | +104.8% | +81.0% |
| 1Y | +163.0% | -42.5% | +205.5% | +194.5% |
| 3Y | +1,358.0% | +11.6% | +1,346.5% | +1,282.6% |
| 5Y | +549.9% | +21.8% | +528.2% | +460.1% |
| All | +1,493.1% | +616.1% | +877.0% | +888.4% |
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