-35.9%
AAL vs LH
+28.2%
-64.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -1.3% | -3.2% | +1.9% | +0.1% |
| 30D | -13.7% | +0.1% | -13.9% | -13.8% |
| 3M | -8.2% | +18.6% | -26.8% | -15.1% |
| 6M | +13.1% | +17.9% | -4.8% | +4.8% |
| YTD | -15.6% | +28.9% | -44.5% | -25.2% |
| 1Y | +1.4% | +16.6% | -15.2% | -6.2% |
| 3Y | -7.4% | +63.6% | -71.0% | -27.5% |
| 5Y | -35.9% | +30.0% | -66.0% | -51.7% |
| All | -35.9% | +28.2% | -64.1% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling