+143.7%
LLY vs UAL
+210.6%
-66.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.5% | +3.7% |
| 7D | +0.1% | +10.2% | -10.1% | -0.7% |
| 30D | +19.7% | +12.0% | +7.7% | +18.5% |
| 3M | +19.3% | -7.1% | +26.3% | +19.7% |
| 6M | +49.3% | +20.9% | +28.5% | +46.2% |
| YTD | +32.0% | +7.7% | +24.4% | +29.6% |
| 1Y | +53.7% | +23.6% | +30.2% | +49.0% |
| 3Y | +143.7% | +222.6% | -78.8% | +135.5% |
| All | +143.7% | +210.6% | -66.8% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling