+1,555.9%
LSCC vs UEC
-2.6%
+1,558.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.9% | +1.3% | -7.0% |
| 7D | -4.8% | -20.5% | +15.7% | -1.1% |
| 30D | -27.1% | -35.9% | +8.8% | -21.6% |
| 3M | -23.6% | -39.6% | +16.0% | -17.4% |
| 6M | -19.8% | -55.3% | +35.5% | -9.5% |
| YTD | +33.2% | -44.5% | +77.7% | +44.0% |
| 1Y | +55.2% | -50.4% | +105.7% | +70.1% |
| 3Y | +70.1% | +12.1% | +58.0% | +57.0% |
| 5Y | +19.5% | +41.5% | -22.0% | +0.3% |
| 10Y | +1,164.9% | +644.8% | +520.1% | +644.5% |
| All | +1,555.9% | -2.6% | +1,558.5% | +691.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling