+1,350.8%
LPLA vs UEC
+106.4%
+1,244.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -3.1% | -6.9% | +3.9% | -2.1% |
| 30D | -0.1% | +7.6% | -7.7% | -1.4% |
| 3M | +23.2% | -18.4% | +41.6% | +25.0% |
| 6M | +15.5% | -23.3% | +38.8% | +16.7% |
| YTD | +0.9% | -1.2% | +2.1% | -2.0% |
| 1Y | +0.2% | +2.3% | -2.1% | -4.5% |
| 3Y | +55.2% | +162.3% | -107.0% | +23.7% |
| 5Y | +145.4% | +287.2% | -141.8% | +71.5% |
| 10Y | +1,229.7% | +1,009.6% | +220.0% | +589.7% |
| All | +1,350.8% | +106.4% | +1,244.3% | +663.7% |
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 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