+1,533.3%
LITE vs UEC
+765.9%
+767.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.1% | +0.6% | +8.4% |
| 7D | -12.9% | +1.5% | -14.4% | -12.8% |
| 30D | -46.0% | -17.1% | -28.9% | -43.3% |
| 3M | -33.0% | -32.3% | -0.7% | -26.9% |
| 6M | -34.0% | -49.7% | +15.7% | -23.6% |
| YTD | +61.7% | -34.8% | +96.5% | +75.4% |
| 1Y | +148.3% | -37.5% | +185.8% | +172.6% |
| 3Y | +1,408.5% | +37.1% | +1,371.5% | +1,274.1% |
| 5Y | +546.2% | +44.3% | +501.9% | +438.7% |
| 10Y | +1,533.3% | +737.4% | +796.0% | +970.9% |
| All | +1,533.3% | +765.9% | +767.4% | +970.9% |
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