+303.3%
LOW vs UAL
+99.5%
+203.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.7% | +12.5% | -3.8% | +6.1% |
| 30D | +25.5% | +12.2% | +13.3% | +22.4% |
| 3M | +6.6% | -2.6% | +9.2% | +6.9% |
| 6M | +2.4% | +21.1% | -18.6% | -2.0% |
| YTD | -1.7% | +7.8% | -9.6% | -4.5% |
| 1Y | +1.7% | +25.4% | -23.7% | -4.2% |
| 3Y | +26.6% | +217.3% | -190.8% | -5.7% |
| 5Y | +10.1% | +132.9% | -122.7% | -15.6% |
| 10Y | +303.3% | +101.1% | +202.2% | +209.0% |
| All | +303.3% | +99.5% | +203.8% | +209.0% |
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