+125.6%
DAL vs LH
+267.5%
-141.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +10.7% | +4.8% | +5.9% | +8.3% |
| 30D | +12.5% | +18.8% | -6.3% | +3.0% |
| 3M | +3.6% | +15.7% | -12.0% | -4.1% |
| 6M | +26.7% | +46.7% | -19.9% | +3.9% |
| YTD | +34.3% | +48.9% | -14.7% | +8.8% |
| 1Y | +59.1% | +43.5% | +15.7% | +31.3% |
| 3Y | +179.9% | +86.9% | +93.0% | +99.4% |
| 5Y | +119.1% | +60.4% | +58.7% | +64.3% |
| 10Y | +125.6% | +260.7% | -135.1% | -1.1% |
| All | +125.6% | +267.5% | -141.8% | -1.1% |
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