+132.2%
LLY vs UEC
+19.3%
+112.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.8% | -7.6% | -0.9% |
| 7D | -4.5% | -10.2% | +5.8% | -4.3% |
| 30D | +13.9% | -26.9% | +40.8% | +14.6% |
| 3M | +13.8% | -35.7% | +49.4% | +14.7% |
| 6M | +37.6% | -56.1% | +93.7% | +40.0% |
| YTD | +26.6% | -40.8% | +67.4% | +26.9% |
| 1Y | +45.3% | -43.4% | +88.7% | +45.6% |
| 3Y | +132.2% | +25.4% | +106.9% | +110.7% |
| All | +132.2% | +19.3% | +112.9% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling