+101.1%
UAL vs LNT
+174.3%
-73.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +12.5% | +1.6% | +10.9% | +11.8% |
| 30D | +12.2% | +12.1% | +0.1% | +6.6% |
| 3M | -2.6% | +8.2% | -10.8% | -6.0% |
| 6M | +21.1% | +3.6% | +17.4% | +18.7% |
| YTD | +7.8% | +16.2% | -8.4% | -0.2% |
| 1Y | +25.4% | +12.8% | +12.6% | +17.6% |
| 3Y | +217.3% | +66.5% | +150.8% | +144.8% |
| 5Y | +132.9% | +53.8% | +79.1% | +82.8% |
| 10Y | +101.1% | +182.5% | -81.4% | +44.5% |
| All | +101.1% | +174.3% | -73.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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