-26.8%
AAL vs LH
+847.8%
-874.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +2.9% | +2.5% | +0.5% | +1.4% |
| 30D | +6.5% | +18.7% | -12.2% | -4.6% |
| 3M | -10.9% | +15.3% | -26.2% | -19.0% |
| 6M | +4.9% | +45.4% | -40.5% | -18.0% |
| YTD | -13.2% | +49.5% | -62.7% | -33.7% |
| 1Y | -1.1% | +41.4% | -42.5% | -21.8% |
| 3Y | +12.8% | +87.6% | -74.8% | -27.6% |
| 5Y | -34.4% | +53.8% | -88.2% | -53.3% |
| 10Y | -67.9% | +266.2% | -334.1% | -89.7% |
| All | -26.8% | +847.8% | -874.7% | -87.8% |
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