+143.5%
LTH vs UEC
+296.6%
-153.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -0.6% | -6.9% | +6.3% | +0.1% |
| 30D | -4.6% | +7.6% | -12.2% | -5.6% |
| 3M | +32.8% | -18.4% | +51.2% | +34.7% |
| 6M | +64.6% | -23.3% | +87.9% | +66.8% |
| YTD | +62.6% | -1.2% | +63.8% | +58.5% |
| 1Y | +49.9% | +2.3% | +47.6% | +42.7% |
| 3Y | +151.3% | +162.3% | -10.9% | +93.2% |
| All | +143.5% | +296.6% | -153.0% | +61.6% |
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