+923.7%
LOW vs UAL
+246.2%
+677.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | +7.4% | +8.2% | -0.8% | +5.9% |
| 30D | +24.5% | +2.3% | +22.1% | +23.8% |
| 3M | +3.5% | -12.7% | +16.2% | +5.9% |
| 6M | -2.6% | +12.7% | -15.3% | -5.2% |
| YTD | -4.8% | +0.8% | -5.7% | -6.1% |
| 1Y | -0.8% | +17.8% | -18.6% | -5.0% |
| 3Y | +22.8% | +206.7% | -183.9% | -5.2% |
| 5Y | +5.3% | +113.9% | -108.6% | -15.8% |
| 10Y | +309.5% | +97.0% | +212.5% | +199.1% |
| All | +923.7% | +246.2% | +677.4% | +369.6% |
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 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