+113.0%
DAL vs LH
+54.4%
+58.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | +1.4% | +2.5% | -1.1% | +0.3% |
| 30D | +9.1% | +18.7% | -9.6% | +0.7% |
| 3M | -3.5% | +15.3% | -18.8% | -9.9% |
| 6M | +23.4% | +45.4% | -22.0% | +3.0% |
| YTD | +26.0% | +49.5% | -23.5% | +3.5% |
| 1Y | +44.6% | +41.4% | +3.2% | +22.0% |
| 3Y | +162.7% | +87.6% | +75.1% | +92.4% |
| 5Y | +113.0% | +53.8% | +59.2% | +48.9% |
| All | +113.0% | +54.4% | +58.6% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling