+96.5%
UAL vs LNG
+767.2%
-670.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | -3.5% |
| 7D | +2.3% | +4.5% | -2.3% | +0.2% |
| 30D | +13.3% | +8.0% | +5.3% | +8.1% |
| 3M | -6.3% | +15.0% | -21.3% | -13.6% |
| 6M | +22.5% | +27.1% | -4.6% | +5.7% |
| YTD | +5.9% | +58.1% | -52.3% | -21.1% |
| 1Y | +24.7% | +45.0% | -20.3% | -2.7% |
| 3Y | +211.6% | +82.6% | +128.9% | +108.6% |
| 5Y | +130.6% | +206.8% | -76.3% | +2.1% |
| 10Y | +96.5% | +796.3% | -699.8% | -55.5% |
| All | +96.5% | +767.2% | -670.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling