-12.3%
LUV vs UEC
+198.6%
-210.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.9% |
| 7D | -1.0% | -9.4% | +8.5% | -0.1% |
| 30D | -12.4% | -8.0% | -4.3% | -11.9% |
| 3M | -11.0% | -1.7% | -9.3% | -11.3% |
| 6M | -5.0% | -26.1% | +21.2% | -3.6% |
| YTD | -3.8% | -10.5% | +6.7% | -5.1% |
| 1Y | +25.9% | -13.3% | +39.2% | +23.2% |
| 3Y | +42.2% | +116.4% | -74.1% | +20.6% |
| All | -12.3% | +198.6% | -210.9% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling