+279.7%
UAL vs LNG
+677.9%
-398.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +6.3% |
| 7D | +10.2% | -8.6% | +18.8% | +12.0% |
| 30D | +12.0% | +2.4% | +9.6% | +11.1% |
| 3M | -7.1% | +11.5% | -18.6% | -9.5% |
| 6M | +20.9% | +19.2% | +1.7% | +15.5% |
| YTD | +7.7% | +47.6% | -40.0% | -2.3% |
| 1Y | +23.6% | +38.0% | -14.5% | +13.6% |
| 3Y | +222.6% | +71.5% | +151.1% | +183.1% |
| 5Y | +127.9% | +179.2% | -51.3% | +79.0% |
| 10Y | +100.2% | +698.7% | -598.5% | +30.7% |
| All | +279.7% | +677.9% | -398.2% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling