+19.6%
AAL vs LH
+86.6%
-67.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +10.1% | +4.8% | +5.3% | +7.9% |
| 30D | +10.6% | +18.8% | -8.2% | +2.4% |
| 3M | -5.9% | +15.7% | -21.6% | -12.1% |
| 6M | +5.7% | +46.7% | -41.0% | -11.8% |
| YTD | -8.0% | +48.9% | -56.9% | -24.1% |
| 1Y | +6.0% | +43.5% | -37.5% | -11.1% |
| 3Y | +19.6% | +86.9% | -67.3% | -17.6% |
| All | +19.6% | +86.6% | -67.0% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling