+95.3%
LSCC vs UEC
+27.4%
+68.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.7% |
| 7D | +5.0% | -5.2% | +10.2% | +6.6% |
| 30D | -11.7% | -22.0% | +10.2% | -5.6% |
| 3M | -13.3% | -37.0% | +23.7% | -2.6% |
| 6M | -12.5% | -52.7% | +40.2% | +4.2% |
| YTD | +51.2% | -38.6% | +89.8% | +65.8% |
| 1Y | +65.9% | -44.6% | +110.5% | +85.1% |
| 3Y | +95.3% | +27.1% | +68.2% | +72.0% |
| All | +95.3% | +27.4% | +68.0% | +72.0% |
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