+212.5%
LHX vs UAL
+80.6%
+131.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +4.8% | -3.0% | +7.8% | +5.1% |
| 30D | +14.7% | +10.5% | +4.2% | +13.2% |
| 3M | -5.1% | -13.5% | +8.4% | -3.8% |
| 6M | -9.9% | +14.2% | -24.1% | -12.0% |
| YTD | -6.1% | -2.2% | -3.8% | -7.1% |
| 1Y | -4.0% | +12.5% | -16.5% | -6.7% |
| 3Y | +56.9% | +186.8% | -129.9% | +30.9% |
| 5Y | +36.6% | +119.4% | -82.8% | +14.5% |
| All | +212.5% | +80.6% | +131.9% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling