-3.3%
LVS vs UEC
+885.8%
-889.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.2% |
| 7D | -3.5% | -9.4% | +6.0% | -2.3% |
| 30D | -6.2% | -8.0% | +1.8% | -5.6% |
| 3M | -14.8% | -1.7% | -13.1% | -15.2% |
| 6M | -20.9% | -26.1% | +5.3% | -19.4% |
| YTD | -33.0% | -10.5% | -22.5% | -33.9% |
| 1Y | -20.0% | -13.3% | -6.7% | -22.0% |
| 3Y | -6.9% | +116.4% | -123.3% | -24.3% |
| 5Y | +9.1% | +225.5% | -216.5% | -22.8% |
| All | -3.3% | +885.8% | -889.2% | -52.2% |
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