+691.4%
LYV vs UEC
+57.1%
+634.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | -1.3% | -1.7% | +0.4% | -1.7% |
| 6M | +2.6% | -26.1% | +28.8% | +4.6% |
| YTD | +19.4% | -10.5% | +29.9% | +17.7% |
| 1Y | -2.2% | -13.3% | +11.0% | -4.5% |
| 3Y | +106.0% | +116.4% | -10.3% | +70.8% |
| 5Y | +97.7% | +225.5% | -127.9% | +44.9% |
| 10Y | +560.5% | +885.8% | -325.3% | +266.0% |
| All | +691.4% | +57.1% | +634.3% | +245.6% |
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 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