+62.1%
DAL vs LH
+44.2%
+17.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.9% | +3.2% | +5.8% |
| 7D | +11.1% | +2.1% | +9.0% | +10.2% |
| 30D | +7.7% | +19.2% | -11.4% | +1.2% |
| 3M | -3.5% | +18.0% | -21.5% | -9.4% |
| 6M | +31.3% | +46.1% | -14.8% | +12.6% |
| YTD | +30.0% | +47.7% | -17.7% | +11.8% |
| 1Y | +62.1% | +47.2% | +14.8% | +40.7% |
| All | +62.1% | +44.2% | +17.8% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling