+17.5%
LUV vs UEC
+885.8%
-868.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +2.0% |
| 7D | -1.0% | -9.4% | +8.5% | +0.1% |
| 30D | -12.4% | -8.0% | -4.3% | -11.8% |
| 3M | -11.0% | -1.7% | -9.3% | -11.3% |
| 6M | -5.0% | -26.1% | +21.2% | -3.2% |
| YTD | -3.8% | -10.5% | +6.7% | -5.1% |
| 1Y | +25.9% | -13.3% | +39.2% | +23.1% |
| 3Y | +42.2% | +116.4% | -74.1% | +18.1% |
| 5Y | -10.8% | +225.5% | -236.3% | -34.9% |
| All | +17.5% | +885.8% | -868.4% | -40.4% |
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