+127.7%
EXPE vs LH
+261.9%
-134.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | -6.1% | +16.7% | -22.8% | -13.0% |
| 3M | -21.3% | +15.1% | -36.4% | -26.6% |
| 6M | +19.0% | +46.3% | -27.3% | -1.5% |
| YTD | -8.4% | +48.8% | -57.2% | -25.0% |
| 1Y | -2.8% | +39.7% | -42.5% | -17.9% |
| 3Y | +120.8% | +87.0% | +33.7% | +58.8% |
| 5Y | +46.2% | +53.0% | -6.8% | +13.4% |
| All | +127.7% | +261.9% | -134.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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