+732.4%
EXPE vs LEN
+70.6%
+661.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -17.8% | -6.4% | -11.4% | -15.9% |
| 30D | -3.2% | +15.6% | -18.9% | -7.7% |
| 3M | -19.0% | -0.8% | -18.2% | -18.7% |
| 6M | +17.7% | +0.4% | +17.4% | +17.3% |
| YTD | -7.8% | -14.1% | +6.4% | -4.3% |
| 1Y | -1.4% | -29.6% | +28.3% | +9.3% |
| 3Y | +121.9% | -23.1% | +145.1% | +132.0% |
| 5Y | +44.3% | -8.9% | +53.1% | +40.9% |
| 10Y | +125.4% | +146.2% | -20.8% | +52.1% |
| All | +732.4% | +70.6% | +661.9% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling