+21.2%
LSCC vs UEC
+157.0%
-135.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.3% | -6.9% | +8.2% | +3.2% |
| 30D | -9.7% | +7.6% | -17.3% | -11.8% |
| 3M | -23.7% | -18.4% | -5.3% | -20.8% |
| 6M | +26.5% | -23.3% | +49.8% | +31.3% |
| YTD | +57.5% | -1.2% | +58.7% | +52.9% |
| 1Y | +75.7% | +2.3% | +73.4% | +65.7% |
| All | +21.2% | +157.0% | -135.8% | -6.4% |
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