-12.1%
LEN vs EXPD
+60.9%
-73.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.3% |
| 7D | -5.8% | +5.5% | -11.3% | -8.3% |
| 30D | +13.7% | -0.8% | +14.5% | +13.8% |
| 3M | -3.9% | +4.1% | -8.0% | -6.4% |
| 6M | -0.4% | +25.7% | -26.0% | -12.6% |
| YTD | -16.8% | +31.4% | -48.2% | -30.3% |
| 1Y | -29.5% | +42.2% | -71.7% | -43.8% |
| 3Y | -25.6% | +77.2% | -102.8% | -49.4% |
| All | -12.1% | +60.9% | -73.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling