+85.8%
LSCC vs UEC
+19.3%
+66.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.8% | +0.3% | +5.2% |
| 7D | +13.0% | -10.2% | +23.2% | +16.4% |
| 30D | -19.8% | -26.9% | +7.1% | -12.7% |
| 3M | -18.4% | -35.7% | +17.3% | -8.9% |
| 6M | -16.1% | -56.1% | +40.0% | +1.8% |
| YTD | +42.7% | -40.8% | +83.5% | +58.0% |
| 1Y | +68.0% | -43.4% | +111.4% | +86.9% |
| 3Y | +85.8% | +25.4% | +60.5% | +67.4% |
| All | +85.8% | +19.3% | +66.5% | +67.4% |
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