+162.2%
LEN vs EXPD
+334.2%
-172.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +1.7% |
| 7D | +0.6% | -5.5% | +6.1% | +3.4% |
| 30D | +19.4% | -1.9% | +21.3% | +20.3% |
| 3M | +4.5% | +6.1% | -1.6% | +0.5% |
| 6M | +4.9% | +21.6% | -16.7% | -6.9% |
| YTD | -8.9% | +27.9% | -36.8% | -23.1% |
| 1Y | -23.0% | +39.4% | -62.4% | -38.4% |
| 3Y | -16.7% | +72.7% | -89.4% | -42.5% |
| 5Y | -4.5% | +60.3% | -64.8% | -32.4% |
| 10Y | +162.2% | +332.6% | -170.4% | +0.8% |
| All | +162.2% | +334.2% | -172.0% | +0.8% |
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