+73.7%
UAL vs LNG
+811.3%
-737.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -3.0% | +11.3% | -14.4% | -7.8% |
| 30D | +10.5% | +10.6% | -0.2% | +4.2% |
| 3M | -13.5% | +16.1% | -29.6% | -20.6% |
| 6M | +14.2% | +29.6% | -15.3% | -2.4% |
| YTD | -2.2% | +60.3% | -62.6% | -27.6% |
| 1Y | +12.5% | +46.1% | -33.6% | -12.6% |
| 3Y | +186.8% | +85.9% | +100.9% | +90.3% |
| 5Y | +119.4% | +210.8% | -91.5% | -3.4% |
| All | +73.7% | +811.3% | -737.7% | -60.8% |
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