+99.1%
UAL vs LEN
+99.2%
-0.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -0.7% |
| 7D | +3.5% | -2.9% | +6.3% | +5.1% |
| 30D | -16.5% | -8.9% | -7.6% | -12.1% |
| 3M | +2.8% | -10.9% | +13.7% | +9.5% |
| 6M | +17.6% | -19.7% | +37.2% | +32.6% |
| YTD | -3.2% | -20.6% | +17.4% | +9.1% |
| 1Y | +0.4% | -42.4% | +42.9% | +33.6% |
| 3Y | +128.2% | -26.5% | +154.7% | +153.8% |
| 5Y | +137.7% | -10.9% | +148.7% | +128.0% |
| 10Y | +99.1% | +100.6% | -1.5% | +7.2% |
| All | +99.1% | +99.2% | -0.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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