+185.8%
LMT vs UEC
+885.8%
-700.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.8% |
| 7D | -0.2% | -9.4% | +9.2% | +0.4% |
| 30D | -13.1% | -8.0% | -5.1% | -12.8% |
| 3M | -3.9% | -1.7% | -2.2% | -4.1% |
| 6M | -18.3% | -26.1% | +7.9% | -17.5% |
| YTD | +10.3% | -10.5% | +20.9% | +9.6% |
| 1Y | +14.2% | -13.3% | +27.5% | +13.1% |
| 3Y | +35.0% | +116.4% | -81.4% | +22.4% |
| 5Y | +73.2% | +225.5% | -152.3% | +46.1% |
| All | +185.8% | +885.8% | -700.0% | +99.8% |
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