+109.6%
UAL vs LSCC
+18.7%
+90.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.6% | +4.0% | -1.4% |
| 7D | +5.0% | -4.8% | +9.8% | +6.4% |
| 30D | -1.2% | -27.1% | +25.9% | +10.1% |
| 3M | -16.8% | -23.6% | +6.8% | -9.4% |
| 6M | +18.0% | -19.8% | +37.8% | +22.9% |
| YTD | -1.2% | +33.2% | -34.4% | -17.0% |
| 1Y | +14.3% | +55.2% | -40.9% | -9.7% |
| 3Y | +194.6% | +70.1% | +124.5% | +104.1% |
| 5Y | +109.6% | +19.5% | +90.1% | +43.9% |
| All | +109.6% | +18.7% | +90.9% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling