+2,043.2%
LLY vs UAL
+94.5%
+1,948.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -4.5% | +8.2% | -12.6% | -4.9% |
| 30D | +13.9% | +2.3% | +11.6% | +13.7% |
| 3M | +13.8% | -12.7% | +26.4% | +14.5% |
| 6M | +37.6% | +12.7% | +24.9% | +36.2% |
| YTD | +26.6% | +0.8% | +25.8% | +25.7% |
| 1Y | +45.3% | +17.8% | +27.6% | +43.0% |
| 3Y | +132.2% | +206.7% | -74.5% | +115.9% |
| 5Y | +434.7% | +113.9% | +320.8% | +399.9% |
| All | +2,043.2% | +94.5% | +1,948.7% | +1,891.7% |
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 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