+38.4%
LLY vs UAL
+21.8%
+16.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -3.6% |
| 7D | -0.7% | +5.0% | -5.7% | -0.6% |
| 30D | +17.9% | -1.2% | +19.1% | +17.8% |
| 3M | +16.8% | -16.8% | +33.6% | +16.0% |
| 6M | +38.4% | +18.0% | +20.5% | +37.1% |
| All | +38.4% | +21.8% | +16.7% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling