+87.0%
LH vs EXPD
+75.3%
+11.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +1.1% | +5.5% | -4.5% | -0.2% |
| 30D | +16.7% | -0.8% | +17.6% | +16.8% |
| 3M | +15.1% | +4.1% | +10.9% | +13.7% |
| 6M | +46.3% | +25.7% | +20.7% | +37.7% |
| YTD | +48.8% | +31.4% | +17.4% | +37.3% |
| 1Y | +39.7% | +42.2% | -2.5% | +25.9% |
| 3Y | +87.0% | +77.2% | +9.9% | +50.6% |
| All | +87.0% | +75.3% | +11.8% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling