-12.3%
LUV vs LH
+27.0%
-39.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | -1.0% | -4.7% | +3.7% | +0.8% |
| 30D | -12.4% | -3.5% | -8.9% | -11.3% |
| 3M | -11.0% | +17.7% | -28.7% | -16.6% |
| 6M | -5.0% | +15.8% | -20.7% | -10.3% |
| YTD | -3.8% | +25.1% | -28.9% | -11.9% |
| 1Y | +25.9% | +12.5% | +13.4% | +19.6% |
| 3Y | +42.2% | +59.8% | -17.5% | +17.5% |
| All | -12.3% | +27.0% | -39.3% | -28.1% |
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 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