+133.6%
UAL vs LNT
+50.5%
+83.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -16.1% | -3.2% | -12.9% | -15.2% |
| 3M | +6.1% | -4.1% | +10.2% | +7.5% |
| 6M | +10.8% | -4.6% | +15.4% | +12.3% |
| YTD | -0.4% | +7.0% | -7.4% | -4.1% |
| 1Y | +5.0% | +8.3% | -3.3% | +0.5% |
| All | +133.6% | +50.5% | +83.1% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling