+127.9%
UAL vs LNG
+175.0%
-47.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +6.3% |
| 7D | +10.2% | -8.6% | +18.8% | +11.8% |
| 30D | +12.0% | +2.4% | +9.6% | +10.9% |
| 3M | -7.1% | +11.5% | -18.6% | -9.8% |
| 6M | +20.9% | +19.2% | +1.7% | +14.6% |
| YTD | +7.7% | +47.6% | -40.0% | -6.6% |
| 1Y | +23.6% | +38.0% | -14.5% | +9.5% |
| 3Y | +222.6% | +71.5% | +151.1% | +166.8% |
| 5Y | +127.9% | +179.2% | -51.3% | +51.3% |
| All | +127.9% | +175.0% | -47.1% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling