+75.2%
LMT vs UEC
+273.6%
-198.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.3% |
| 7D | -0.5% | -4.3% | +3.7% | -0.3% |
| 30D | -10.8% | -3.8% | -6.9% | -10.7% |
| 3M | +1.6% | +17.0% | -15.4% | +0.5% |
| 6M | -17.6% | -23.9% | +6.3% | -17.1% |
| YTD | +11.6% | -5.7% | +17.2% | +10.8% |
| 1Y | +17.2% | -12.5% | +29.8% | +16.3% |
| 3Y | +35.7% | +136.5% | -100.8% | +24.5% |
| 5Y | +75.2% | +243.3% | -168.1% | +53.7% |
| All | +75.2% | +273.6% | -198.4% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling