-20.0%
LVS vs UEC
-16.4%
-3.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +0.7% |
| 7D | -3.5% | -9.4% | +6.0% | -3.1% |
| 30D | -6.2% | -8.0% | +1.8% | -6.1% |
| 3M | -14.8% | -1.7% | -13.1% | -15.0% |
| 6M | -20.9% | -26.1% | +5.3% | -20.7% |
| YTD | -33.0% | -10.5% | -22.5% | -30.8% |
| 1Y | -20.0% | -13.3% | -6.7% | -20.2% |
| All | -20.0% | -16.4% | -3.6% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling