+190.4%
LMT vs UAL
+80.6%
+109.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +5.1% | -3.0% | +8.1% | +5.3% |
| 30D | +14.1% | +10.5% | +3.7% | +13.1% |
| 3M | +0.3% | -13.5% | +13.8% | +1.2% |
| 6M | +16.1% | +14.2% | +1.9% | +14.3% |
| YTD | +25.5% | -2.2% | +27.7% | +24.5% |
| 1Y | +34.1% | +12.5% | +21.6% | +31.5% |
| 3Y | +45.1% | +186.8% | -141.7% | +27.3% |
| 5Y | +100.9% | +119.4% | -18.4% | +76.8% |
| All | +190.4% | +80.6% | +109.8% | +161.5% |
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 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