-24.6%
LEN vs EXPD
+35.2%
-59.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.9% | -2.8% |
| 7D | +2.1% | -7.2% | +9.2% | +2.9% |
| 30D | +16.6% | -3.3% | +19.8% | +16.8% |
| 3M | +5.3% | +3.4% | +1.9% | +4.1% |
| 6M | -0.8% | +22.7% | -23.5% | -4.8% |
| YTD | -11.7% | +24.5% | -36.3% | -18.8% |
| 1Y | -24.6% | +38.6% | -63.2% | -33.5% |
| All | -24.6% | +35.2% | -59.8% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling