+10,331.5%
LEN vs EXPD
+30,859.1%
-20,527.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -3.2% | -1.1% | -2.0% | -2.8% |
| 30D | -4.9% | +4.1% | -9.0% | -6.3% |
| 3M | -8.5% | +17.9% | -26.4% | -14.0% |
| 6M | -20.7% | +29.2% | -49.9% | -28.2% |
| YTD | -17.4% | +27.4% | -44.8% | -25.4% |
| 1Y | -38.2% | +56.8% | -95.1% | -48.5% |
| 3Y | -24.9% | +68.0% | -92.9% | -39.0% |
| 5Y | -11.4% | +61.9% | -73.3% | -27.6% |
| 10Y | +110.0% | +316.0% | -206.0% | +23.4% |
| All | +10,331.5% | +30,859.1% | -20,527.6% | +3,669.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling