+167.7%
LTH vs EXPD
+76.4%
+91.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -1.0% |
| 7D | +0.3% | -1.6% | +1.8% | +0.8% |
| 30D | +17.7% | +0.6% | +17.1% | +17.1% |
| 3M | +8.5% | +9.8% | -1.3% | +3.5% |
| 6M | +46.9% | +25.8% | +21.2% | +31.1% |
| YTD | +78.8% | +31.3% | +47.5% | +53.9% |
| 1Y | +84.9% | +40.9% | +44.0% | +53.5% |
| 3Y | +246.4% | +74.7% | +171.6% | +149.1% |
| 5Y | +129.6% | +62.9% | +66.7% | +48.8% |
| All | +167.7% | +76.4% | +91.4% | +78.1% |
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