-22.5%
AAL vs LH
+844.1%
-866.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +10.1% | +4.8% | +5.3% | +7.1% |
| 30D | +10.6% | +18.8% | -8.2% | -1.0% |
| 3M | -5.9% | +15.7% | -21.6% | -14.7% |
| 6M | +5.7% | +46.7% | -41.0% | -17.8% |
| YTD | -8.0% | +48.9% | -56.9% | -29.6% |
| 1Y | +6.0% | +43.5% | -37.5% | -17.1% |
| 3Y | +19.6% | +86.9% | -67.3% | -23.0% |
| 5Y | -34.6% | +60.4% | -95.0% | -54.9% |
| 10Y | -65.5% | +260.7% | -326.2% | -88.8% |
| All | -22.5% | +844.1% | -866.6% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling