+139.2%
UAL vs LEN
-10.8%
+150.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | +0.7% | -3.2% | +3.9% | +2.5% |
| 30D | -16.1% | -4.9% | -11.2% | -13.9% |
| 3M | +6.1% | -8.5% | +14.6% | +11.1% |
| 6M | +10.8% | -20.7% | +31.5% | +24.6% |
| YTD | -0.4% | -17.4% | +17.0% | +9.0% |
| 1Y | +5.0% | -38.2% | +43.3% | +31.9% |
| 3Y | +124.0% | -24.9% | +148.9% | +140.0% |
| All | +139.2% | -10.8% | +150.0% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling