+143.7%
LEN vs EXPD
+329.8%
-186.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +0.7% | -7.4% | +8.1% | +4.7% |
| 30D | +13.0% | -2.1% | +15.1% | +14.0% |
| 3M | +1.9% | +5.7% | -3.8% | -1.9% |
| 6M | -0.7% | +21.4% | -22.1% | -11.8% |
| YTD | -13.8% | +27.6% | -41.4% | -27.2% |
| 1Y | -28.1% | +36.1% | -64.2% | -41.6% |
| 3Y | -22.8% | +69.9% | -92.7% | -46.2% |
| 5Y | -7.4% | +59.7% | -67.0% | -34.3% |
| 10Y | +143.7% | +323.0% | -179.4% | -4.3% |
| All | +143.7% | +329.8% | -186.2% | -4.3% |
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