+2,080.1%
LLY vs UAL
+80.6%
+1,999.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | +6.7% | -3.0% | +9.8% | +6.9% |
| 30D | +19.6% | +10.5% | +9.1% | +18.9% |
| 3M | +19.7% | -13.5% | +33.2% | +20.6% |
| 6M | +42.7% | +14.2% | +28.5% | +41.2% |
| YTD | +35.1% | -2.2% | +37.4% | +34.4% |
| 1Y | +42.2% | +12.5% | +29.7% | +40.3% |
| 3Y | +140.8% | +186.8% | -46.0% | +124.6% |
| 5Y | +480.6% | +119.4% | +361.2% | +442.6% |
| All | +2,080.1% | +80.6% | +1,999.5% | +1,997.3% |
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