-64.8%
AAL vs LH
+183.3%
-248.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.6% |
| 7D | -0.9% | -4.7% | +3.8% | +1.3% |
| 30D | -12.9% | -3.5% | -9.4% | -11.5% |
| 3M | -11.2% | +17.7% | -28.9% | -18.0% |
| 6M | +17.8% | +15.8% | +2.1% | +9.7% |
| YTD | -15.1% | +25.1% | -40.2% | -24.2% |
| 1Y | +0.5% | +12.5% | -12.0% | -6.0% |
| 3Y | -7.7% | +59.8% | -67.4% | -27.7% |
| 5Y | -31.3% | +27.1% | -58.4% | -41.6% |
| All | -64.8% | +183.3% | -248.1% | -81.6% |
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