-22.8%
LYB vs UEC
+122.3%
-145.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.2% | -0.9% |
| 7D | +0.3% | -9.4% | +9.7% | +0.4% |
| 30D | +2.5% | -8.0% | +10.5% | +2.5% |
| 3M | +1.4% | -1.7% | +3.1% | +1.3% |
| 6M | -3.5% | -26.1% | +22.7% | -3.1% |
| YTD | +52.0% | -10.5% | +62.5% | +51.6% |
| 1Y | +22.1% | -13.3% | +35.3% | +21.0% |
| 3Y | -22.8% | +116.4% | -139.1% | -30.5% |
| All | -22.8% | +122.3% | -145.1% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling