+275.0%
LH vs EXPD
+334.2%
-59.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.4% |
| 7D | +4.6% | -5.5% | +10.0% | +6.8% |
| 30D | +19.1% | -1.9% | +21.0% | +19.8% |
| 3M | +16.7% | +6.1% | +10.7% | +13.5% |
| 6M | +47.0% | +21.6% | +25.4% | +34.8% |
| YTD | +49.3% | +27.9% | +21.4% | +32.4% |
| 1Y | +48.6% | +39.4% | +9.2% | +26.7% |
| 3Y | +87.8% | +72.7% | +15.2% | +41.9% |
| 5Y | +65.0% | +60.3% | +4.7% | +26.2% |
| 10Y | +275.0% | +332.6% | -57.6% | +60.0% |
| All | +275.0% | +334.2% | -59.2% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling