+233.8%
LOW vs UAL
+98.4%
+135.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | -9.3% | -13.4% | +4.2% | -6.7% |
| 3M | -8.1% | -2.3% | -5.8% | -7.9% |
| 6M | -19.8% | +13.3% | -33.1% | -22.2% |
| YTD | -16.4% | -4.2% | -12.2% | -16.6% |
| 1Y | -24.7% | +1.4% | -26.1% | -26.1% |
| 3Y | -8.8% | +125.8% | -134.6% | -27.2% |
| 5Y | +7.8% | +130.0% | -122.2% | -17.3% |
| 10Y | +233.8% | +104.2% | +129.6% | +148.6% |
| All | +233.8% | +98.4% | +135.4% | +148.6% |
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