+11.8%
AAL vs LTH
+241.8%
-230.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.9% |
| 7D | -0.1% | -1.3% | +1.2% | +0.4% |
| 30D | +11.7% | +15.7% | -4.0% | +5.4% |
| 3M | -12.5% | +5.0% | -17.5% | -14.5% |
| 6M | +3.6% | +37.7% | -34.1% | -9.2% |
| YTD | -14.1% | +75.0% | -89.1% | -32.0% |
| 1Y | +0.8% | +82.6% | -81.9% | -21.6% |
| 3Y | +11.8% | +241.3% | -229.5% | -27.1% |
| All | +11.8% | +241.8% | -230.0% | -27.1% |
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