+1,549.9%
LLY vs UEC
+885.8%
+664.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.3% |
| 7D | -2.9% | -9.4% | +6.5% | -2.4% |
| 30D | -8.4% | -8.0% | -0.4% | -8.1% |
| 3M | -3.8% | -1.7% | -2.1% | -4.0% |
| 6M | +11.9% | -26.1% | +38.1% | +12.9% |
| YTD | +4.3% | -10.5% | +14.8% | +3.4% |
| 1Y | +48.5% | -13.3% | +61.7% | +46.3% |
| 3Y | +91.2% | +116.4% | -25.1% | +72.2% |
| 5Y | +387.5% | +225.5% | +161.9% | +306.3% |
| All | +1,549.9% | +885.8% | +664.0% | +964.5% |
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