+74.4%
LMT vs UAL
+131.8%
-57.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.1% |
| 7D | -1.5% | +3.5% | -5.0% | -1.6% |
| 30D | -8.2% | -16.5% | +8.2% | -8.1% |
| 3M | +3.7% | +2.8% | +1.0% | +3.6% |
| 6M | -19.2% | +17.6% | -36.7% | -19.4% |
| YTD | +12.9% | -3.2% | +16.1% | +12.7% |
| 1Y | +19.8% | +0.4% | +19.4% | +19.6% |
| 3Y | +37.3% | +128.2% | -90.9% | +35.7% |
| 5Y | +74.4% | +137.7% | -63.4% | +70.3% |
| All | +74.4% | +131.8% | -57.4% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling