+248.5%
UAL vs LII
+1,382.9%
-1,134.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.7% | -2.6% |
| 7D | +5.0% | +0.2% | +4.8% | +5.1% |
| 30D | -1.2% | -4.6% | +3.4% | +1.5% |
| 3M | -16.8% | -21.7% | +4.9% | -2.1% |
| 6M | +18.0% | -32.8% | +50.8% | +50.6% |
| YTD | -1.2% | -27.5% | +26.3% | +17.6% |
| 1Y | +14.3% | -28.0% | +42.3% | +36.4% |
| 3Y | +194.6% | -7.2% | +201.8% | +180.0% |
| 5Y | +109.6% | +22.6% | +87.0% | +55.0% |
| 10Y | +93.1% | +171.5% | -78.5% | -26.4% |
| All | +248.5% | +1,382.9% | -1,134.3% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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