+4,321.3%
LLY vs UAL
+239.3%
+4,082.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -3.4% |
| 7D | -0.7% | +5.0% | -5.7% | -1.1% |
| 30D | +17.9% | -1.2% | +19.1% | +17.9% |
| 3M | +16.8% | -16.8% | +33.6% | +18.4% |
| 6M | +38.4% | +18.0% | +20.5% | +35.9% |
| YTD | +27.6% | -1.2% | +28.8% | +26.6% |
| 1Y | +48.3% | +14.3% | +34.0% | +45.4% |
| 3Y | +145.4% | +194.6% | -49.2% | +118.6% |
| 5Y | +438.9% | +109.6% | +329.3% | +384.9% |
| 10Y | +2,101.6% | +93.1% | +2,008.5% | +1,780.7% |
| All | +4,321.3% | +239.3% | +4,082.0% | +2,945.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling