-22.1%
LVS vs UEC
+74.4%
-96.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -4.7% | +1.9% | -6.6% | -5.3% |
| 3M | -15.6% | +8.9% | -24.5% | -17.6% |
| 6M | -18.6% | -14.5% | -4.2% | -18.8% |
| YTD | -32.3% | -0.7% | -31.6% | -34.6% |
| 1Y | -18.0% | -4.1% | -14.0% | -21.9% |
| 3Y | -5.8% | +148.9% | -154.8% | -28.4% |
| 5Y | +5.7% | +300.0% | -294.3% | -33.2% |
| 10Y | 0.0% | +994.3% | -994.3% | -57.5% |
| All | -22.1% | +74.4% | -96.6% | -81.1% |
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