+36.2%
LUMN vs UEC
-1.0%
+37.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +12.1% | -6.9% | +19.0% | +14.3% |
| 30D | +11.3% | +7.6% | +3.7% | +8.2% |
| 3M | -31.6% | -18.4% | -13.2% | -28.4% |
| 6M | -2.7% | -23.3% | +20.5% | +1.7% |
| YTD | -12.9% | -1.2% | -11.7% | -11.2% |
| 1Y | +36.2% | +2.3% | +33.9% | +31.4% |
| All | +36.2% | -1.0% | +37.2% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling