+202.9%
LUV vs UEC
+78.8%
+124.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.7% |
| 7D | +3.1% | +2.6% | +0.5% | +2.9% |
| 30D | -17.4% | +5.6% | -23.0% | -17.9% |
| 3M | -4.9% | -5.7% | +0.8% | -5.0% |
| 6M | -5.7% | -8.0% | +2.3% | -6.1% |
| YTD | -5.2% | +1.8% | -7.0% | -7.0% |
| 1Y | +24.1% | +0.6% | +23.5% | +20.9% |
| 3Y | +39.6% | +155.2% | -115.5% | +21.9% |
| 5Y | -12.5% | +305.8% | -318.3% | -29.7% |
| 10Y | +12.9% | +943.0% | -930.0% | -22.5% |
| All | +202.9% | +78.8% | +124.1% | +83.0% |
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 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