+187.0%
LMT vs UAL
+98.4%
+88.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -1.3% | -1.1% | -0.2% | -1.3% |
| 30D | -12.5% | -13.4% | +0.9% | -11.6% |
| 3M | -0.5% | -2.3% | +1.8% | -0.5% |
| 6M | -20.0% | +13.3% | -33.4% | -21.2% |
| YTD | +10.4% | -4.2% | +14.6% | +9.9% |
| 1Y | +17.7% | +1.4% | +16.3% | +16.4% |
| 3Y | +34.3% | +125.8% | -91.5% | +20.7% |
| 5Y | +71.8% | +130.0% | -58.2% | +50.1% |
| 10Y | +187.0% | +104.2% | +82.8% | +160.5% |
| All | +187.0% | +98.4% | +88.6% | +160.5% |
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