+75.4%
EXPE vs LTH
+160.9%
-85.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -9.5% | -0.6% | -8.9% | -9.3% |
| 30D | -6.6% | -4.6% | -2.0% | -5.0% |
| 3M | +31.4% | +32.8% | -1.4% | +18.4% |
| 6M | +35.2% | +64.6% | -29.4% | +11.0% |
| YTD | +5.8% | +62.6% | -56.8% | -12.7% |
| 1Y | +38.7% | +49.9% | -11.3% | +17.7% |
| 3Y | +175.8% | +151.3% | +24.4% | +87.9% |
| All | +75.4% | +160.9% | -85.5% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling