+241.3%
LTH vs UEC
+18.1%
+223.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.2% |
| 7D | -1.3% | -3.8% | +2.5% | -1.2% |
| 30D | +15.7% | -13.5% | +29.2% | +16.2% |
| 3M | +5.0% | -40.5% | +45.5% | +6.9% |
| 6M | +37.7% | -56.7% | +94.3% | +41.8% |
| YTD | +75.0% | -43.0% | +118.0% | +77.5% |
| 1Y | +82.6% | -42.5% | +125.2% | +84.9% |
| 3Y | +241.3% | +11.6% | +229.7% | +216.5% |
| All | +241.3% | +18.1% | +223.2% | +216.5% |
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 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