-7.7%
AAL vs LH
+64.5%
-72.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | -19.0% | +2.0% | -21.0% | -19.8% |
| 3M | -5.1% | +24.3% | -29.3% | -14.2% |
| 6M | +15.5% | +21.1% | -5.6% | +5.6% |
| YTD | -15.8% | +30.4% | -46.2% | -25.9% |
| 1Y | -0.3% | +18.4% | -18.7% | -8.5% |
| 3Y | -7.7% | +65.5% | -73.1% | -28.0% |
| All | -7.7% | +64.5% | -72.1% | -28.0% |
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