+173.8%
DAL vs LH
+80.4%
+93.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | +8.8% | +1.4% | +7.4% | +8.1% |
| 30D | +5.4% | +17.5% | -12.1% | -2.5% |
| 3M | -4.9% | +16.1% | -21.0% | -11.8% |
| 6M | +19.8% | +43.4% | -23.5% | -0.2% |
| YTD | +27.0% | +47.2% | -20.2% | +3.8% |
| 1Y | +52.5% | +50.1% | +2.3% | +23.2% |
| 3Y | +173.8% | +81.2% | +92.7% | +103.9% |
| All | +173.8% | +80.4% | +93.5% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling