+417.5%
LIN vs UAL
+94.5%
+323.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.5% |
| 7D | +0.2% | +8.2% | -8.0% | -1.1% |
| 30D | +6.5% | +2.3% | +4.1% | +5.9% |
| 3M | +5.5% | -12.7% | +18.2% | +7.5% |
| 6M | +3.3% | +12.7% | -9.4% | +0.4% |
| YTD | +22.0% | +0.8% | +21.2% | +19.6% |
| 1Y | +25.7% | +17.8% | +8.0% | +19.7% |
| 3Y | +36.2% | +206.7% | -170.5% | +3.9% |
| 5Y | +66.1% | +113.9% | -47.8% | +31.0% |
| All | +417.5% | +94.5% | +323.0% | +305.0% |
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 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