+279.7%
UAL vs LNT
+934.4%
-654.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.1% |
| 7D | +10.2% | +0.6% | +9.6% | +9.9% |
| 30D | +12.0% | +12.4% | -0.4% | +3.7% |
| 3M | -7.1% | +6.7% | -13.8% | -11.1% |
| 6M | +20.9% | +3.9% | +17.0% | +17.1% |
| YTD | +7.7% | +16.5% | -8.9% | -4.0% |
| 1Y | +23.6% | +12.5% | +11.1% | +12.6% |
| 3Y | +222.6% | +66.9% | +155.7% | +120.5% |
| 5Y | +127.9% | +56.1% | +71.9% | +57.0% |
| 10Y | +100.2% | +173.2% | -73.0% | -15.6% |
| All | +279.7% | +934.4% | -654.7% | -42.1% |
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