+736.8%
LPLA vs UEC
+631.2%
+105.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.8% | -2.2% |
| 7D | -2.9% | +4.9% | -7.8% | -3.7% |
| 30D | -10.2% | -17.5% | +7.2% | -8.1% |
| 3M | -22.3% | -40.1% | +17.8% | -17.1% |
| 6M | -0.6% | -56.1% | +55.6% | +9.7% |
| YTD | -17.9% | -41.8% | +23.8% | -14.8% |
| 1Y | -22.1% | -44.8% | +22.7% | -18.9% |
| 3Y | +29.3% | +20.6% | +8.7% | +10.3% |
| 5Y | +81.0% | +24.3% | +56.7% | +40.4% |
| All | +736.8% | +631.2% | +105.6% | +258.2% |
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