+361.6%
LRCX vs UEC
+122.3%
+239.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.2% | +1.3% |
| 7D | -3.1% | -9.4% | +6.4% | -0.7% |
| 30D | -8.6% | -8.0% | -0.5% | -7.1% |
| 3M | -17.7% | -1.7% | -16.0% | -17.7% |
| 6M | +36.4% | -26.1% | +62.5% | +42.7% |
| YTD | +74.5% | -10.5% | +85.1% | +75.5% |
| 1Y | +159.4% | -13.3% | +172.7% | +158.3% |
| 3Y | +361.6% | +116.4% | +245.2% | +265.8% |
| All | +361.6% | +122.3% | +239.2% | +265.8% |
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