-19.8%
LSCC vs UEC
-57.1%
+37.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.9% | +1.3% | -4.4% |
| 7D | -4.8% | -20.5% | +15.7% | +4.8% |
| 30D | -27.1% | -35.9% | +8.8% | -12.8% |
| 3M | -23.6% | -39.6% | +16.0% | -8.0% |
| 6M | -19.8% | -55.3% | +35.5% | +5.5% |
| All | -19.8% | -57.1% | +37.3% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling