+1.8%
AAL vs LTH
+76.0%
-74.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.2% | -1.4% | -3.8% |
| 7D | +2.9% | -4.6% | +7.6% | +5.1% |
| 30D | +6.5% | +14.8% | -8.3% | +0.2% |
| 3M | -10.9% | +3.9% | -14.8% | -12.5% |
| 6M | +4.9% | +35.5% | -30.6% | -9.2% |
| YTD | -13.2% | +71.3% | -84.5% | -33.4% |
| All | +1.8% | +76.0% | -74.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling