+90.9%
LYV vs UEC
+198.6%
-107.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.7% |
| 7D | -1.9% | -9.4% | +7.5% | -0.8% |
| 30D | -8.2% | -8.0% | -0.2% | -7.6% |
| 3M | -1.3% | -1.7% | +0.4% | -1.7% |
| 6M | +2.6% | -26.1% | +28.8% | +4.5% |
| YTD | +19.4% | -10.5% | +29.9% | +17.5% |
| 1Y | -2.2% | -13.3% | +11.0% | -4.7% |
| 3Y | +106.0% | +116.4% | -10.3% | +68.0% |
| All | +90.9% | +198.6% | -107.6% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling