-75.1%
LULU vs UEC
+122.3%
-197.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.3% | +2.4% |
| 7D | -1.6% | -9.4% | +7.8% | -1.1% |
| 30D | -18.1% | -8.0% | -10.1% | -17.9% |
| 3M | -18.8% | -1.7% | -17.1% | -19.0% |
| 6M | -39.2% | -26.1% | -13.1% | -38.8% |
| YTD | -52.4% | -10.5% | -41.8% | -52.7% |
| 1Y | -40.3% | -13.3% | -27.0% | -41.3% |
| 3Y | -75.1% | +116.4% | -191.5% | -76.8% |
| All | -75.1% | +122.3% | -197.4% | -76.8% |
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