+164.2%
LTH vs EXPD
+71.8%
+92.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.7% |
| 7D | +7.0% | -5.5% | +12.5% | +9.4% |
| 30D | +15.4% | -1.9% | +17.3% | +16.1% |
| 3M | +7.0% | +6.1% | +0.9% | +3.7% |
| 6M | +46.9% | +21.6% | +25.2% | +33.0% |
| YTD | +76.4% | +27.9% | +48.5% | +53.7% |
| 1Y | +83.7% | +39.4% | +44.3% | +53.0% |
| 3Y | +248.9% | +72.7% | +176.2% | +151.7% |
| 5Y | +141.8% | +60.3% | +81.5% | +59.4% |
| All | +164.2% | +71.8% | +92.3% | +77.8% |
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 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