+131.2%
EXPE vs LEN
-17.6%
+148.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.1% |
| 7D | -13.3% | +0.6% | -13.9% | -13.4% |
| 30D | -5.5% | +19.4% | -24.9% | -10.6% |
| 3M | -16.5% | +4.5% | -21.0% | -17.8% |
| 6M | +13.1% | +4.9% | +8.2% | +10.8% |
| YTD | -8.0% | -8.9% | +0.9% | -7.5% |
| 1Y | +1.1% | -23.0% | +24.1% | +7.0% |
| 3Y | +131.2% | -16.7% | +147.9% | +121.4% |
| All | +131.2% | -17.6% | +148.8% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling