+61.6%
EXPE vs LTH
+156.3%
-94.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.8% | -6.1% | -7.2% |
| 7D | -9.8% | +1.5% | -11.3% | -10.2% |
| 30D | -11.5% | -3.1% | -8.4% | -10.5% |
| 3M | +21.7% | +28.1% | -6.4% | +11.3% |
| 6M | +10.4% | +67.4% | -57.0% | -9.9% |
| YTD | -2.5% | +59.8% | -62.3% | -19.0% |
| 1Y | +27.3% | +45.6% | -18.3% | +9.4% |
| 3Y | +153.5% | +162.0% | -8.5% | +70.2% |
| All | +61.6% | +156.3% | -94.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LTH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling