+61.3%
LHX vs UAL
+127.4%
-66.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | -2.5% | +3.5% | -6.0% | -2.7% |
| 30D | -10.4% | -16.5% | +6.1% | -9.5% |
| 3M | -14.9% | +2.8% | -17.7% | -15.3% |
| 6M | -29.6% | +17.6% | -47.2% | -30.6% |
| YTD | -11.8% | -3.2% | -8.6% | -12.3% |
| 1Y | -5.1% | +0.4% | -5.5% | -5.8% |
| 3Y | +61.3% | +128.2% | -66.9% | +43.0% |
| All | +61.3% | +127.4% | -66.1% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling