+130.4%
EXPE vs LEN
+136.8%
-6.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.9% |
| 7D | -4.2% | -8.7% | +4.6% | -0.3% |
| 30D | -4.5% | +11.6% | -16.1% | -8.8% |
| 3M | -19.7% | -1.3% | -18.4% | -19.3% |
| 6M | +18.3% | -1.4% | +19.7% | +18.4% |
| YTD | -7.3% | -16.9% | +9.5% | -1.8% |
| 1Y | -3.9% | -31.2% | +27.3% | +10.5% |
| 3Y | +123.0% | -25.6% | +148.6% | +135.0% |
| 5Y | +47.9% | -13.3% | +61.2% | +41.4% |
| All | +130.4% | +136.8% | -6.5% | +36.3% |
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