+732.4%
EXPE vs LH
+789.8%
-57.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -17.8% | +1.2% | -19.0% | -18.2% |
| 30D | -3.2% | +18.0% | -21.2% | -11.4% |
| 3M | -19.0% | +15.7% | -34.7% | -25.1% |
| 6M | +17.7% | +46.6% | -28.9% | -4.2% |
| YTD | -7.8% | +49.5% | -57.2% | -26.0% |
| 1Y | -1.4% | +40.2% | -41.5% | -18.1% |
| 3Y | +121.9% | +87.6% | +34.3% | +54.7% |
| 5Y | +44.3% | +59.3% | -15.0% | +7.1% |
| 10Y | +125.4% | +266.1% | -140.7% | -4.2% |
| All | +732.4% | +789.8% | -57.4% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling