+113.5%
UAL vs LNT
+54.6%
+58.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.4% |
| 7D | +8.2% | +1.4% | +6.7% | +7.7% |
| 30D | +2.3% | +12.3% | -10.0% | -1.6% |
| 3M | -12.7% | +5.3% | -18.0% | -14.2% |
| 6M | +12.7% | +2.0% | +10.7% | +11.6% |
| YTD | +0.8% | +15.3% | -14.4% | -4.8% |
| 1Y | +17.8% | +12.3% | +5.5% | +12.3% |
| 3Y | +206.7% | +59.1% | +147.6% | +154.5% |
| All | +113.5% | +54.6% | +58.9% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling