+164.2%
LTH vs UEC
+161.9%
+2.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.1% | -10.6% | -1.6% |
| 7D | +7.0% | +1.5% | +5.5% | +6.6% |
| 30D | +15.4% | -17.1% | +32.5% | +17.4% |
| 3M | +7.0% | -32.3% | +39.4% | +10.8% |
| 6M | +46.9% | -49.7% | +96.6% | +55.8% |
| YTD | +76.4% | -34.8% | +111.2% | +78.9% |
| 1Y | +83.7% | -37.5% | +121.3% | +86.3% |
| 3Y | +248.9% | +37.1% | +211.8% | +192.4% |
| 5Y | +141.8% | +44.3% | +97.5% | +70.2% |
| All | +164.2% | +161.9% | +2.3% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling