+40.2%
LUV vs UEC
+134.5%
-94.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.4% |
| 7D | -0.1% | -4.3% | +4.2% | +0.2% |
| 30D | -14.6% | -3.8% | -10.8% | -14.5% |
| 3M | -5.7% | +17.0% | -22.7% | -7.2% |
| 6M | -8.4% | -23.9% | +15.5% | -7.8% |
| YTD | -5.1% | -5.7% | +0.5% | -7.0% |
| 1Y | +26.6% | -12.5% | +39.1% | +23.7% |
| All | +40.2% | +134.5% | -94.2% | +20.0% |
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