+104.2%
UAL vs LNG
+543.8%
-439.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.1% | -6.7% | +5.6% | +2.1% |
| 30D | -13.4% | +3.9% | -17.3% | -15.2% |
| 3M | -2.3% | +15.5% | -17.8% | -10.3% |
| 6M | +13.3% | +10.5% | +2.8% | +3.9% |
| YTD | -4.2% | +43.0% | -47.2% | -24.0% |
| 1Y | +1.4% | +18.9% | -17.5% | -11.3% |
| 3Y | +125.8% | +74.7% | +51.2% | +55.2% |
| 5Y | +130.0% | +231.2% | -101.3% | -3.6% |
| 10Y | +104.2% | +544.5% | -440.3% | -47.3% |
| All | +104.2% | +543.8% | -439.6% | -47.3% |
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