+92.6%
UAL vs LSCC
+1,244.7%
-1,152.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | -0.5% |
| 7D | +8.2% | +13.0% | -4.8% | +3.2% |
| 30D | +2.3% | -19.8% | +22.2% | +9.5% |
| 3M | -12.7% | -18.4% | +5.7% | -7.7% |
| 6M | +12.7% | -16.1% | +28.8% | +15.5% |
| YTD | +0.8% | +42.7% | -41.9% | -15.8% |
| 1Y | +17.8% | +68.0% | -50.2% | -7.4% |
| 3Y | +206.7% | +85.8% | +120.8% | +116.5% |
| 5Y | +113.9% | +28.0% | +85.8% | +58.3% |
| All | +92.6% | +1,244.7% | -1,152.1% | -30.4% |
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