+251.3%
UAL vs LNG
+697.2%
-445.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +0.7% | +3.4% | -2.7% | 0.0% |
| 30D | -16.1% | +14.9% | -31.0% | -18.5% |
| 3M | +6.1% | +21.4% | -15.3% | +1.6% |
| 6M | +10.8% | +17.8% | -7.0% | +5.9% |
| YTD | -0.4% | +51.3% | -51.7% | -9.6% |
| 1Y | +5.0% | +24.4% | -19.4% | -1.0% |
| 3Y | +124.0% | +79.7% | +44.3% | +95.3% |
| 5Y | +141.0% | +241.3% | -100.3% | +82.5% |
| 10Y | +118.0% | +603.1% | -485.1% | +45.5% |
| All | +251.3% | +697.2% | -445.8% | +41.8% |
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 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