+205.2%
LMT vs UAL
+99.5%
+105.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -5.6% | +12.5% | -18.1% | -6.5% |
| 30D | +18.4% | +12.2% | +6.2% | +17.2% |
| 3M | +0.6% | -2.6% | +3.2% | +0.6% |
| 6M | +20.6% | +21.1% | -0.5% | +18.2% |
| YTD | +27.0% | +7.8% | +19.1% | +25.1% |
| 1Y | +36.9% | +25.4% | +11.5% | +33.0% |
| 3Y | +46.9% | +217.3% | -170.5% | +27.8% |
| 5Y | +104.2% | +132.9% | -28.7% | +79.1% |
| 10Y | +205.2% | +101.1% | +104.1% | +170.1% |
| All | +205.2% | +99.5% | +105.7% | +170.1% |
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 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