+255.6%
UAL vs LEN
+93.4%
+162.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +3.8% |
| 7D | +8.2% | +2.1% | +6.1% | +6.9% |
| 30D | +2.3% | +16.6% | -14.2% | -6.4% |
| 3M | -12.7% | +5.3% | -18.0% | -15.9% |
| 6M | +12.7% | -0.8% | +13.5% | +12.3% |
| YTD | +0.8% | -11.7% | +12.6% | +6.5% |
| 1Y | +17.8% | -24.6% | +42.4% | +35.1% |
| 3Y | +206.7% | -18.7% | +225.4% | +223.6% |
| 5Y | +113.9% | -4.4% | +118.3% | +99.1% |
| 10Y | +97.0% | +152.2% | -55.2% | -3.0% |
| All | +255.6% | +93.4% | +162.2% | -10.0% |
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