+153.5%
EXPE vs LH
+64.5%
+89.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.6% |
| 7D | -9.8% | -0.8% | -8.9% | -9.4% |
| 30D | -11.5% | +2.0% | -13.5% | -12.3% |
| 3M | +21.7% | +24.3% | -2.5% | +10.1% |
| 6M | +10.4% | +21.1% | -10.7% | +1.1% |
| YTD | -2.5% | +30.4% | -33.0% | -14.2% |
| 1Y | +27.3% | +18.4% | +9.0% | +16.3% |
| 3Y | +153.5% | +65.5% | +88.0% | +99.6% |
| All | +153.5% | +64.5% | +89.0% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling