+25.2%
UAL vs LEN
-22.9%
+48.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +4.9% |
| 7D | +10.2% | +0.6% | +9.6% | +9.7% |
| 30D | +12.0% | +19.4% | -7.4% | +0.7% |
| 3M | -7.1% | +4.5% | -11.6% | -9.6% |
| 6M | +20.9% | +4.9% | +16.0% | +16.9% |
| YTD | +7.7% | -8.9% | +16.6% | +9.4% |
| All | +25.2% | -22.9% | +48.1% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling