+153.5%
EXPE vs LEN
-25.9%
+179.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.8% | -4.0% | -6.6% |
| 7D | -9.8% | -2.9% | -6.9% | -8.8% |
| 30D | -11.5% | -8.9% | -2.6% | -8.8% |
| 3M | +21.7% | -10.9% | +32.6% | +26.0% |
| 6M | +10.4% | -19.7% | +30.0% | +17.4% |
| YTD | -2.5% | -20.6% | +18.0% | +2.9% |
| 1Y | +27.3% | -42.4% | +69.8% | +49.1% |
| 3Y | +153.5% | -26.5% | +180.1% | +130.3% |
| All | +153.5% | -25.9% | +179.4% | +130.3% |
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 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