-56.5%
LUMN vs UEC
+885.8%
-942.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +2.8% |
| 7D | +2.5% | -9.4% | +12.0% | +4.1% |
| 30D | +10.3% | -8.0% | +18.3% | +11.4% |
| 3M | -18.3% | -1.7% | -16.6% | -18.7% |
| 6M | +4.4% | -26.1% | +30.5% | +8.0% |
| YTD | -10.7% | -10.5% | -0.2% | -10.3% |
| 1Y | +14.0% | -13.3% | +27.2% | +13.5% |
| 3Y | +406.6% | +116.4% | +290.2% | +324.2% |
| 5Y | -36.8% | +225.5% | -262.3% | -53.6% |
| All | -56.5% | +885.8% | -942.3% | -76.4% |
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