+13.0%
AAL vs LTH
+268.4%
-255.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.4% |
| 7D | +4.6% | +4.5% | +0.1% | +2.8% |
| 30D | +2.6% | +16.3% | -13.8% | -3.4% |
| 3M | -17.8% | +8.4% | -26.2% | -20.6% |
| 6M | +1.9% | +40.3% | -38.4% | -11.4% |
| YTD | -14.0% | +77.3% | -91.3% | -32.1% |
| 1Y | +0.2% | +88.0% | -87.7% | -22.5% |
| 3Y | +13.0% | +274.3% | -261.2% | -27.5% |
| All | +13.0% | +268.4% | -255.4% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling