+116.8%
EXPE vs LH
+86.6%
+30.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -11.2% | +4.8% | -16.0% | -12.9% |
| 30D | -7.5% | +18.8% | -26.3% | -14.6% |
| 3M | -19.1% | +15.7% | -34.7% | -24.4% |
| 6M | +10.7% | +46.7% | -35.9% | -7.3% |
| YTD | -9.9% | +48.9% | -58.8% | -25.4% |
| 1Y | -4.6% | +43.5% | -48.1% | -19.6% |
| 3Y | +116.8% | +86.9% | +29.9% | +58.9% |
| All | +116.8% | +86.6% | +30.2% | +58.9% |
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 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