-68.6%
AAL vs LH
+261.9%
-330.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -0.1% | +1.1% | -1.1% | -0.5% |
| 30D | +11.7% | +16.7% | -5.0% | +3.8% |
| 3M | -12.5% | +15.1% | -27.6% | -18.4% |
| 6M | +3.6% | +46.3% | -42.7% | -13.9% |
| YTD | -14.1% | +48.8% | -62.9% | -29.5% |
| 1Y | +0.8% | +39.7% | -38.9% | -14.8% |
| 3Y | +11.8% | +87.0% | -75.2% | -19.0% |
| 5Y | -35.1% | +53.0% | -88.1% | -49.4% |
| All | -68.6% | +261.9% | -330.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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