+815.2%
LNG vs UEC
+78.8%
+736.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.0% | -8.5% | -5.9% |
| 7D | -6.2% | +2.6% | -8.7% | -6.6% |
| 30D | +8.0% | +5.6% | +2.4% | +6.6% |
| 3M | +16.9% | -5.7% | +22.6% | +16.1% |
| 6M | +8.7% | -8.0% | +16.7% | +6.6% |
| YTD | +43.0% | +1.8% | +41.2% | +36.6% |
| 1Y | +19.4% | +0.6% | +18.8% | +12.2% |
| 3Y | +74.7% | +155.2% | -80.4% | +31.9% |
| 5Y | +222.4% | +305.8% | -83.4% | +104.5% |
| 10Y | +532.2% | +943.0% | -410.8% | +173.2% |
| All | +815.2% | +78.8% | +736.4% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling