+392.1%
LRCX vs UAL
+127.4%
+264.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +5.3% |
| 7D | +10.4% | +3.5% | +7.0% | +8.9% |
| 30D | +2.9% | -16.5% | +19.4% | +10.3% |
| 3M | -1.2% | +2.8% | -3.9% | -2.0% |
| 6M | +60.9% | +17.6% | +43.3% | +51.1% |
| YTD | +87.5% | -3.2% | +90.7% | +87.3% |
| 1Y | +206.6% | +0.4% | +206.2% | +201.6% |
| 3Y | +392.1% | +128.2% | +263.9% | +248.5% |
| All | +392.1% | +127.4% | +264.7% | +248.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling