+158.0%
EXPE vs LH
+185.6%
-27.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | -11.5% | -3.2% | -8.3% | -10.1% |
| 30D | -13.1% | +0.1% | -13.2% | -13.1% |
| 3M | +18.1% | +18.6% | -0.5% | +8.8% |
| 6M | +13.3% | +17.9% | -4.7% | +4.6% |
| YTD | -3.2% | +28.9% | -32.2% | -14.8% |
| 1Y | +26.1% | +16.6% | +9.5% | +16.2% |
| 3Y | +151.7% | +63.6% | +88.2% | +94.4% |
| 5Y | +88.3% | +30.0% | +58.3% | +58.4% |
| 10Y | +158.0% | +191.9% | -33.9% | +40.5% |
| All | +158.0% | +185.6% | -27.6% | +40.5% |
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