+200.6%
UAL vs LSCC
+69.3%
+131.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.6% | +4.0% | -1.5% |
| 7D | +5.0% | -4.8% | +9.8% | +6.4% |
| 30D | -1.2% | -27.1% | +25.9% | +9.8% |
| 3M | -16.8% | -23.6% | +6.8% | -9.6% |
| 6M | +18.0% | -19.8% | +37.8% | +22.6% |
| YTD | -1.2% | +33.2% | -34.4% | -17.2% |
| 1Y | +14.3% | +55.2% | -40.9% | -9.9% |
| All | +200.6% | +69.3% | +131.3% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling