+129.9%
DAL vs LH
+187.8%
-57.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.5% |
| 7D | +0.1% | -2.5% | +2.6% | +1.4% |
| 30D | -13.9% | +4.3% | -18.3% | -15.8% |
| 3M | +1.1% | +25.5% | -24.4% | -10.0% |
| 6M | +26.2% | +17.0% | +9.3% | +16.5% |
| YTD | +16.4% | +31.3% | -14.8% | +1.0% |
| 1Y | +33.9% | +20.0% | +13.9% | +21.0% |
| 3Y | +93.4% | +63.9% | +29.5% | +48.1% |
| 5Y | +106.4% | +30.9% | +75.5% | +72.2% |
| All | +129.9% | +187.8% | -57.9% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling