+225.8%
LHX vs UAL
+106.0%
+119.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.8% | -2.0% | -2.8% | -4.6% |
| 30D | -12.7% | -15.7% | +2.9% | -11.1% |
| 3M | -17.6% | +3.6% | -21.2% | -18.3% |
| 6M | -30.7% | +16.9% | -47.6% | -32.5% |
| YTD | -14.3% | -4.8% | -9.6% | -14.8% |
| 1Y | -8.4% | -0.9% | -7.4% | -9.6% |
| 3Y | +56.7% | +124.5% | -67.8% | +34.9% |
| 5Y | +18.5% | +140.2% | -121.7% | -2.4% |
| All | +225.8% | +106.0% | +119.7% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UAL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling