+59.4%
LH vs EXPD
+60.9%
-1.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +1.1% | +5.5% | -4.5% | -0.5% |
| 30D | +16.7% | -0.8% | +17.6% | +16.8% |
| 3M | +15.1% | +4.1% | +10.9% | +13.5% |
| 6M | +46.3% | +25.7% | +20.7% | +36.1% |
| YTD | +48.8% | +31.4% | +17.4% | +35.4% |
| 1Y | +39.7% | +42.2% | -2.5% | +23.8% |
| 3Y | +87.0% | +77.2% | +9.9% | +51.0% |
| All | +59.4% | +60.9% | -1.5% | +31.8% |
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 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