+36.5%
LPLA vs UEC
+27.4%
+9.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +6.9% | +1.5% |
| 7D | +3.6% | -5.2% | +8.8% | +4.0% |
| 30D | -6.8% | -22.0% | +15.2% | -4.9% |
| 3M | -17.0% | -37.0% | +20.0% | -13.9% |
| 6M | +1.8% | -52.7% | +54.5% | +7.9% |
| YTD | -13.4% | -38.6% | +25.2% | -11.8% |
| 1Y | -17.5% | -44.6% | +27.1% | -15.3% |
| 3Y | +36.5% | +27.1% | +9.3% | +12.9% |
| All | +36.5% | +27.4% | +9.1% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling