+176.3%
DAL vs LH
+87.4%
+88.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | +2.3% | +1.2% | +1.1% | +1.8% |
| 30D | +14.3% | +18.0% | -3.7% | +5.6% |
| 3M | +1.3% | +15.7% | -14.4% | -5.8% |
| 6M | +29.3% | +46.6% | -17.4% | +6.5% |
| YTD | +33.0% | +49.5% | -16.5% | +7.9% |
| 1Y | +59.8% | +40.2% | +19.7% | +34.1% |
| All | +176.3% | +87.4% | +88.9% | +100.2% |
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