+1,259.4%
LMT vs UAL
+242.1%
+1,017.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.7% |
| 7D | -6.3% | +0.7% | -7.0% | -6.3% |
| 30D | -8.5% | -16.1% | +7.6% | -7.2% |
| 3M | +1.8% | +6.1% | -4.3% | +1.1% |
| 6M | -19.9% | +10.8% | -30.8% | -21.1% |
| YTD | +10.6% | -0.4% | +11.0% | +9.7% |
| 1Y | +17.9% | +5.0% | +12.9% | +16.2% |
| 3Y | +27.0% | +124.0% | -97.1% | +14.3% |
| 5Y | +68.7% | +141.0% | -72.3% | +47.4% |
| 10Y | +181.1% | +118.0% | +63.1% | +135.0% |
| All | +1,259.4% | +242.1% | +1,017.3% | +829.1% |
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 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