+144.1%
LNT vs UEC
+939.6%
-795.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.7% |
| 7D | -1.1% | -4.3% | +3.2% | -1.0% |
| 30D | -1.9% | -3.8% | +1.9% | -1.9% |
| 3M | -7.2% | +17.0% | -24.2% | -7.9% |
| 6M | -3.9% | -23.9% | +20.0% | -3.5% |
| YTD | +5.9% | -5.7% | +11.5% | +5.2% |
| 1Y | +8.4% | -12.5% | +20.9% | +7.6% |
| 3Y | +46.6% | +136.5% | -89.9% | +37.6% |
| 5Y | +32.4% | +243.3% | -210.9% | +19.2% |
| All | +144.1% | +939.6% | -795.5% | +92.4% |
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 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