+14.3%
UAL vs LSCC
+55.0%
-40.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.6% | +4.0% | -1.8% |
| 7D | +5.0% | -4.8% | +9.8% | +6.3% |
| 30D | -1.2% | -27.1% | +25.9% | +8.8% |
| 3M | -16.8% | -23.6% | +6.8% | -10.2% |
| 6M | +18.0% | -19.8% | +37.8% | +20.3% |
| YTD | -1.2% | +33.2% | -34.4% | -19.7% |
| 1Y | +14.3% | +55.2% | -40.9% | -15.0% |
| All | +14.3% | +55.0% | -40.7% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling