+26.1%
EXPE vs LH
+16.9%
+9.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | -11.5% | -3.2% | -8.3% | -10.2% |
| 30D | -13.1% | +0.1% | -13.2% | -13.0% |
| 3M | +18.1% | +18.6% | -0.5% | +9.2% |
| 6M | +13.3% | +17.9% | -4.7% | +4.7% |
| YTD | -3.2% | +28.9% | -32.2% | -14.2% |
| 1Y | +26.1% | +16.6% | +9.5% | +8.5% |
| All | +26.1% | +16.9% | +9.3% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling