+52.9%
EXPE vs LTH
+186.8%
-133.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -17.8% | +0.3% | -18.0% | -17.9% |
| 30D | -3.2% | +17.7% | -20.9% | -8.9% |
| 3M | -19.0% | +8.5% | -27.4% | -21.6% |
| 6M | +17.7% | +46.9% | -29.2% | +1.9% |
| YTD | -7.8% | +78.8% | -86.6% | -26.6% |
| 1Y | -1.4% | +84.9% | -86.3% | -22.5% |
| 3Y | +121.9% | +246.4% | -124.4% | +35.3% |
| 5Y | +44.3% | +129.6% | -85.3% | -10.8% |
| All | +52.9% | +186.8% | -133.9% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling