+4,440.4%
LUV vs LH
+1,355.8%
+3,084.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.7% | -3.2% | +3.8% | +1.2% |
| 30D | -13.4% | +0.1% | -13.6% | -13.5% |
| 3M | -9.6% | +18.6% | -28.2% | -12.3% |
| 6M | -8.9% | +17.9% | -26.8% | -11.4% |
| YTD | -5.2% | +28.9% | -34.1% | -9.2% |
| 1Y | +27.0% | +16.6% | +10.4% | +23.6% |
| 3Y | +39.6% | +63.6% | -23.9% | +28.0% |
| 5Y | -14.4% | +30.0% | -44.4% | -19.1% |
| 10Y | +17.3% | +191.9% | -174.7% | -3.1% |
| All | +4,440.4% | +1,355.8% | +3,084.6% | +2,673.6% |
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