-23.2%
LEN vs EXPD
+75.1%
-98.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -1.5% |
| 7D | -6.4% | -1.6% | -4.8% | -5.8% |
| 30D | +15.6% | +0.6% | +15.0% | +15.0% |
| 3M | -0.8% | +9.8% | -10.6% | -5.2% |
| 6M | +0.4% | +25.8% | -25.4% | -10.0% |
| YTD | -14.1% | +31.3% | -45.4% | -26.0% |
| 1Y | -29.6% | +40.9% | -70.6% | -41.9% |
| All | -23.2% | +75.1% | -98.3% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling