+115.9%
EXPE vs LEN
+147.0%
-31.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | +0.3% |
| 7D | -11.2% | +0.7% | -11.9% | -11.3% |
| 30D | -7.5% | +13.0% | -20.5% | -12.1% |
| 3M | -19.1% | +1.9% | -21.0% | -19.8% |
| 6M | +10.7% | -0.7% | +11.5% | +10.5% |
| YTD | -9.9% | -13.8% | +3.9% | -6.0% |
| 1Y | -4.6% | -28.1% | +23.5% | +7.6% |
| 3Y | +116.8% | -22.8% | +139.6% | +125.0% |
| 5Y | +38.6% | -7.4% | +45.9% | +28.7% |
| 10Y | +115.9% | +143.7% | -27.8% | +25.9% |
| All | +115.9% | +147.0% | -31.1% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling