+2,259.5%
LITE vs UEC
+903.5%
+1,356.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | -6.9% | +5.4% | 0.0% |
| 30D | +6.7% | +7.6% | -1.0% | +4.7% |
| 3M | -6.8% | -18.4% | +11.6% | -3.4% |
| 6M | +29.4% | -23.3% | +52.7% | +35.6% |
| YTD | +139.1% | -1.2% | +140.3% | +135.6% |
| 1Y | +521.0% | +2.3% | +518.7% | +503.3% |
| 3Y | +1,535.3% | +162.3% | +1,373.0% | +1,199.5% |
| 5Y | +889.8% | +287.2% | +602.6% | +578.8% |
| All | +2,259.5% | +903.5% | +1,356.0% | +1,299.1% |
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