+52.5%
EXPE vs LTH
+183.0%
-130.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -13.3% | +7.0% | -20.3% | -15.4% |
| 30D | -5.5% | +15.4% | -20.9% | -10.4% |
| 3M | -16.5% | +7.0% | -23.5% | -18.7% |
| 6M | +13.1% | +46.9% | -33.8% | -2.1% |
| YTD | -8.0% | +76.4% | -84.4% | -26.4% |
| 1Y | +1.1% | +83.7% | -82.6% | -20.4% |
| 3Y | +131.2% | +248.9% | -117.7% | +40.6% |
| 5Y | +39.8% | +141.8% | -102.1% | -15.4% |
| All | +52.5% | +183.0% | -130.5% | -9.9% |
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