+855.0%
EXPE vs LH
+681.4%
+173.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.9% |
| 7D | -9.5% | -2.5% | -7.1% | -8.3% |
| 30D | -6.6% | +4.3% | -11.0% | -8.7% |
| 3M | +31.4% | +25.5% | +5.9% | +16.4% |
| 6M | +35.2% | +17.0% | +18.2% | +24.1% |
| YTD | +5.8% | +31.3% | -25.5% | -8.9% |
| 1Y | +38.7% | +20.0% | +18.7% | +24.7% |
| 3Y | +175.8% | +63.9% | +111.9% | +106.6% |
| 5Y | +111.8% | +30.9% | +81.0% | +74.3% |
| 10Y | +179.7% | +191.4% | -11.7% | +34.3% |
| All | +855.0% | +681.4% | +173.6% | +158.9% |
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 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