+185.7%
LH vs EXPD
+314.6%
-128.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -2.5% | -1.1% | -1.3% | -2.0% |
| 30D | +4.3% | +4.1% | +0.3% | +2.6% |
| 3M | +25.5% | +17.9% | +7.6% | +17.0% |
| 6M | +17.0% | +29.2% | -12.3% | +4.5% |
| YTD | +31.3% | +27.4% | +3.9% | +17.0% |
| 1Y | +20.0% | +56.8% | -36.9% | -3.1% |
| 3Y | +63.9% | +68.0% | -4.2% | +25.6% |
| 5Y | +30.9% | +61.9% | -31.0% | -0.4% |
| All | +185.7% | +314.6% | -128.9% | +29.5% |
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 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