+1,210.9%
LPLA vs UEC
+885.8%
+325.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.0% | +2.7% |
| 7D | -1.5% | -9.4% | +7.9% | -0.1% |
| 30D | -6.0% | -8.0% | +2.0% | -5.2% |
| 3M | +24.0% | -1.7% | +25.7% | +23.2% |
| 6M | +17.0% | -26.1% | +43.1% | +19.1% |
| YTD | -0.7% | -10.5% | +9.9% | -2.7% |
| 1Y | +2.1% | -13.3% | +15.4% | -1.1% |
| 3Y | +48.7% | +116.4% | -67.7% | +16.2% |
| 5Y | +151.2% | +225.5% | -74.3% | +64.9% |
| All | +1,210.9% | +885.8% | +325.0% | +422.7% |
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 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