+361.3%
LIN vs UAL
+118.5%
+242.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -2.4% | -16.1% | +13.7% | +0.3% |
| 3M | -5.6% | +6.1% | -11.7% | -6.9% |
| 6M | -3.4% | +10.8% | -14.2% | -6.1% |
| YTD | +13.1% | -0.4% | +13.5% | +11.4% |
| 1Y | +2.5% | +5.0% | -2.6% | -0.5% |
| 3Y | +27.6% | +124.0% | -96.4% | +3.3% |
| 5Y | +63.0% | +141.0% | -77.9% | +25.9% |
| All | +361.3% | +118.5% | +242.8% | +226.5% |
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