+713.2%
EXPE vs LH
+786.6%
-73.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -11.2% | +4.8% | -16.0% | -13.2% |
| 30D | -7.5% | +18.8% | -26.3% | -15.6% |
| 3M | -19.1% | +15.7% | -34.7% | -25.2% |
| 6M | +10.7% | +46.7% | -35.9% | -9.9% |
| YTD | -9.9% | +48.9% | -58.8% | -27.6% |
| 1Y | -4.6% | +43.5% | -48.1% | -21.8% |
| 3Y | +116.8% | +86.9% | +29.9% | +51.4% |
| 5Y | +38.6% | +60.4% | -21.8% | +2.5% |
| 10Y | +115.9% | +260.7% | -144.9% | -7.5% |
| All | +713.2% | +786.6% | -73.4% | +105.9% |
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