+104.8%
LSCC vs UEC
+18.1%
+86.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.9% |
| 7D | +7.0% | -3.8% | +10.7% | +8.2% |
| 30D | -2.3% | -13.5% | +11.2% | +1.9% |
| 3M | -12.5% | -40.5% | +28.0% | 0.0% |
| 6M | -10.6% | -56.7% | +46.1% | +9.5% |
| YTD | +52.7% | -43.0% | +95.7% | +71.1% |
| 1Y | +74.0% | -42.5% | +116.5% | +93.6% |
| 3Y | +104.8% | +11.6% | +93.2% | +76.9% |
| All | +104.8% | +18.1% | +86.7% | +76.9% |
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