+1,612.0%
LLY vs UAL
+118.5%
+1,493.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | -2.1% | +0.7% | -2.9% | -2.2% |
| 30D | -1.6% | -16.1% | +14.5% | -0.7% |
| 3M | +2.3% | +6.1% | -3.8% | +1.7% |
| 6M | +14.9% | +10.8% | +4.0% | +13.8% |
| YTD | +7.5% | -0.4% | +7.9% | +6.8% |
| 1Y | +55.7% | +5.0% | +50.7% | +54.1% |
| 3Y | +110.6% | +124.0% | -13.4% | +98.4% |
| 5Y | +363.4% | +141.0% | +222.4% | +330.4% |
| All | +1,612.0% | +118.5% | +1,493.5% | +1,450.3% |
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