+112.6%
LQD vs UEC
+78.8%
+33.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | 0.0% |
| 7D | +0.2% | +2.6% | -2.3% | +0.2% |
| 30D | -0.6% | +5.6% | -6.2% | -0.6% |
| 3M | -1.2% | -5.7% | +4.5% | -1.2% |
| 6M | -1.9% | -8.0% | +6.1% | -2.0% |
| YTD | -1.3% | +1.8% | -3.1% | -1.4% |
| 1Y | -1.0% | +0.6% | -1.6% | -1.2% |
| 3Y | +15.2% | +155.2% | -139.9% | +14.1% |
| 5Y | -4.4% | +305.8% | -310.2% | -5.8% |
| 10Y | +22.6% | +943.0% | -920.4% | +19.4% |
| All | +112.6% | +78.8% | +33.8% | +100.7% |
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