+251.3%
UAL vs LEN
+81.0%
+170.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | +0.7% | -3.2% | +3.9% | +2.5% |
| 30D | -16.1% | -4.9% | -11.2% | -13.8% |
| 3M | +6.1% | -8.5% | +14.6% | +11.4% |
| 6M | +10.8% | -20.7% | +31.5% | +26.2% |
| YTD | -0.4% | -17.4% | +17.0% | +10.1% |
| 1Y | +5.0% | -38.2% | +43.3% | +34.8% |
| 3Y | +124.0% | -24.9% | +148.9% | +148.5% |
| 5Y | +141.0% | -11.4% | +152.4% | +135.6% |
| 10Y | +118.0% | +110.0% | +8.0% | +19.6% |
| All | +251.3% | +81.0% | +170.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling