-49.6%
LUMN vs UEC
+57.1%
-106.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +2.5% |
| 7D | +2.5% | -9.4% | +12.0% | +3.5% |
| 30D | +10.3% | -8.0% | +18.3% | +11.0% |
| 3M | -18.3% | -1.7% | -16.6% | -18.5% |
| 6M | +4.4% | -26.1% | +30.5% | +6.8% |
| YTD | -10.7% | -10.5% | -0.2% | -10.4% |
| 1Y | +14.0% | -13.3% | +27.2% | +13.9% |
| 3Y | +406.6% | +116.4% | +290.2% | +354.6% |
| 5Y | -36.8% | +225.5% | -262.3% | -47.5% |
| 10Y | -56.2% | +885.8% | -942.0% | -69.4% |
| All | -49.6% | +57.1% | -106.8% | -68.5% |
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 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