+7,545.3%
LRCX vs UEC
+78.8%
+7,466.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.1% | +3.7% |
| 7D | +10.4% | +2.6% | +7.8% | +10.0% |
| 30D | +2.9% | +5.6% | -2.7% | +1.8% |
| 3M | -1.2% | -5.7% | +4.5% | -0.8% |
| 6M | +60.9% | -8.0% | +68.9% | +61.3% |
| YTD | +87.5% | +1.8% | +85.7% | +84.8% |
| 1Y | +206.6% | +0.6% | +206.1% | +199.3% |
| 3Y | +392.1% | +155.2% | +236.9% | +305.5% |
| 5Y | +478.4% | +305.8% | +172.6% | +322.2% |
| 10Y | +3,821.0% | +943.0% | +2,878.0% | +2,160.2% |
| All | +7,545.3% | +78.8% | +7,466.5% | +3,637.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling