+117.8%
UAL vs LSCC
+1,772.4%
-1,654.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.8% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | -16.1% | -9.7% | -6.4% | -13.2% |
| 3M | +6.1% | -23.7% | +29.8% | +14.4% |
| 6M | +10.8% | +26.5% | -15.6% | -0.6% |
| YTD | -0.4% | +57.5% | -57.9% | -18.1% |
| 1Y | +5.0% | +75.7% | -70.7% | -17.5% |
| 3Y | +124.0% | +19.5% | +104.6% | +85.6% |
| 5Y | +141.0% | +83.8% | +57.2% | +62.0% |
| All | +117.8% | +1,772.4% | -1,654.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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