+148.9%
LEN vs EXPD
+304.0%
-155.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.9% | -1.9% |
| 7D | +2.1% | -7.2% | +9.2% | +6.0% |
| 30D | +16.6% | -3.3% | +19.8% | +18.3% |
| 3M | +5.3% | +3.4% | +1.9% | +2.6% |
| 6M | -0.8% | +22.7% | -23.5% | -12.5% |
| YTD | -11.7% | +24.5% | -36.3% | -24.4% |
| 1Y | -24.6% | +38.6% | -63.2% | -39.6% |
| 3Y | -18.7% | +71.5% | -90.2% | -43.7% |
| 5Y | -4.4% | +56.2% | -60.7% | -31.4% |
| All | +148.9% | +304.0% | -155.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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