+351.3%
DAL vs LH
+408.0%
-56.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.7% |
| 7D | +0.1% | -2.5% | +2.6% | +1.7% |
| 30D | -13.9% | +4.3% | -18.3% | -16.3% |
| 3M | +1.1% | +25.5% | -24.4% | -12.4% |
| 6M | +26.2% | +17.0% | +9.3% | +14.4% |
| YTD | +16.4% | +31.3% | -14.8% | -2.3% |
| 1Y | +33.9% | +20.0% | +13.9% | +18.0% |
| 3Y | +93.4% | +63.9% | +29.5% | +38.2% |
| 5Y | +106.4% | +30.9% | +75.5% | +64.3% |
| 10Y | +143.0% | +191.4% | -48.4% | -1.2% |
| All | +351.3% | +408.0% | -56.7% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling