+293.0%
LOW vs UEC
+616.1%
-323.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +1.4% | -3.8% | +5.2% | +1.7% |
| 30D | +21.7% | -13.5% | +35.2% | +23.0% |
| 3M | +5.0% | -40.5% | +45.5% | +9.6% |
| 6M | +4.6% | -56.7% | +61.3% | +11.6% |
| YTD | -3.5% | -43.0% | +39.5% | -0.9% |
| 1Y | +0.5% | -42.5% | +43.1% | +2.8% |
| 3Y | +24.8% | +11.6% | +13.2% | +13.2% |
| 5Y | +6.5% | +21.8% | -15.3% | -10.1% |
| All | +293.0% | +616.1% | -323.2% | +126.2% |
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