+822.8%
LOW vs UEC
+73.5%
+749.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.7% | -6.9% | +5.2% | -1.2% |
| 30D | -7.0% | +7.6% | -14.7% | -7.7% |
| 3M | -0.9% | -18.4% | +17.5% | 0.0% |
| 6M | -20.1% | -23.3% | +3.2% | -19.4% |
| YTD | -13.9% | -1.2% | -12.7% | -15.2% |
| 1Y | -21.1% | +2.3% | -23.4% | -23.2% |
| 3Y | -6.6% | +162.3% | -168.9% | -18.0% |
| 5Y | +9.4% | +287.2% | -277.9% | -10.8% |
| 10Y | +220.5% | +1,009.6% | -789.1% | +121.2% |
| All | +822.8% | +73.5% | +749.3% | +445.6% |
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