+47.3%
EXPE vs LTH
+137.1%
-89.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -2.0% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -6.1% | +15.7% | -21.8% | -11.1% |
| 3M | -21.3% | +5.0% | -26.3% | -23.0% |
| 6M | +19.0% | +37.7% | -18.7% | +5.4% |
| YTD | -8.4% | +75.0% | -83.4% | -26.6% |
| 1Y | -2.8% | +82.6% | -85.4% | -23.3% |
| 3Y | +120.8% | +241.3% | -120.6% | +35.3% |
| All | +47.3% | +137.1% | -89.8% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling