+141.5%
LTH vs EXPD
+55.6%
+85.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -0.3% |
| 7D | +4.5% | -7.2% | +11.6% | +7.9% |
| 30D | +16.3% | -3.3% | +19.6% | +17.8% |
| 3M | +8.4% | +3.4% | +5.0% | +6.1% |
| 6M | +40.3% | +22.7% | +17.6% | +25.6% |
| YTD | +77.3% | +24.5% | +52.7% | +55.0% |
| 1Y | +88.0% | +38.6% | +49.3% | +54.8% |
| 3Y | +274.3% | +71.5% | +202.8% | +162.9% |
| All | +141.5% | +55.6% | +85.9% | +63.9% |
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