+104.7%
LLY vs UEC
+151.4%
-46.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.1% | -6.9% | +4.8% | -2.0% |
| 30D | -1.6% | +7.6% | -9.3% | -1.8% |
| 3M | +2.3% | -18.4% | +20.7% | +2.7% |
| 6M | +14.9% | -23.3% | +38.2% | +15.2% |
| YTD | +7.5% | -1.2% | +8.7% | +6.6% |
| 1Y | +55.7% | +2.3% | +53.4% | +53.0% |
| All | +104.7% | +151.4% | -46.7% | +84.7% |
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