+760.3%
LHX vs UAL
+242.1%
+518.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.0% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -9.9% | -16.1% | +6.2% | -8.0% |
| 3M | -16.5% | +6.1% | -22.6% | -17.4% |
| 6M | -29.6% | +10.8% | -40.4% | -31.1% |
| YTD | -11.6% | -0.4% | -11.2% | -12.5% |
| 1Y | -4.1% | +5.0% | -9.1% | -6.1% |
| 3Y | +53.3% | +124.0% | -70.8% | +31.5% |
| 5Y | +22.3% | +141.0% | -118.7% | +0.6% |
| 10Y | +231.9% | +118.0% | +113.9% | +156.0% |
| All | +760.3% | +242.1% | +518.3% | +370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling