+0.4%
UAL vs LEN
-42.1%
+42.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -0.6% |
| 7D | +3.5% | -2.9% | +6.3% | +5.2% |
| 30D | -16.5% | -8.9% | -7.6% | -12.0% |
| 3M | +2.8% | -10.9% | +13.7% | +9.3% |
| 6M | +17.6% | -19.7% | +37.2% | +28.0% |
| YTD | -3.2% | -20.6% | +17.4% | +6.1% |
| 1Y | +0.4% | -42.4% | +42.9% | +16.3% |
| All | +0.4% | -42.1% | +42.5% | +16.3% |
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