+251.3%
UAL vs LNT
+849.8%
-598.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | -16.1% | -3.2% | -12.9% | -14.3% |
| 3M | +6.1% | -4.1% | +10.2% | +8.7% |
| 6M | +10.8% | -4.6% | +15.4% | +13.5% |
| YTD | -0.4% | +7.0% | -7.4% | -6.0% |
| 1Y | +5.0% | +8.3% | -3.3% | -1.9% |
| 3Y | +124.0% | +51.0% | +73.0% | +63.3% |
| 5Y | +141.0% | +30.2% | +110.8% | +88.0% |
| 10Y | +118.0% | +143.6% | -25.6% | -1.0% |
| All | +251.3% | +849.8% | -598.5% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling