-10.4%
LEN vs EXPD
+61.6%
-71.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -3.2% | -1.1% | -2.0% | -2.6% |
| 30D | -4.9% | +4.1% | -9.0% | -6.9% |
| 3M | -8.5% | +17.9% | -26.4% | -16.3% |
| 6M | -20.7% | +29.2% | -49.9% | -31.3% |
| YTD | -17.4% | +27.4% | -44.8% | -29.0% |
| 1Y | -38.2% | +56.8% | -95.1% | -53.5% |
| 3Y | -24.9% | +68.0% | -92.9% | -46.5% |
| All | -10.4% | +61.6% | -71.9% | -39.4% |
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