+265.2%
UAL vs LSCC
+2,181.9%
-1,916.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.7% | +7.5% |
| 7D | +11.9% | +3.0% | +9.0% | +10.2% |
| 30D | +5.2% | -19.3% | +24.5% | +12.5% |
| 3M | -12.7% | -22.3% | +9.6% | -6.1% |
| 6M | +28.5% | -14.6% | +43.1% | +31.1% |
| YTD | +3.5% | +45.8% | -42.2% | -14.0% |
| 1Y | +27.5% | +69.6% | -42.1% | +0.1% |
| 3Y | +208.6% | +86.1% | +122.5% | +118.8% |
| 5Y | +135.6% | +30.7% | +104.8% | +77.1% |
| 10Y | +102.3% | +1,283.9% | -1,181.6% | -40.5% |
| All | +265.2% | +2,181.9% | -1,916.8% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling