+146.1%
LTH vs EXPD
+52.5%
+93.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.2% | +2.8% |
| 7D | +5.3% | -4.8% | +10.1% | +7.5% |
| 30D | +18.3% | -1.5% | +19.8% | +18.8% |
| 3M | +5.4% | +4.1% | +1.3% | +2.9% |
| 6M | +62.5% | +24.0% | +38.5% | +44.7% |
| YTD | +79.6% | +27.4% | +52.2% | +55.4% |
| 1Y | +88.1% | +38.4% | +49.8% | +55.4% |
| 3Y | +272.5% | +73.2% | +199.3% | +161.2% |
| 5Y | +146.1% | +59.9% | +86.3% | +66.2% |
| All | +146.1% | +52.5% | +93.6% | +66.2% |
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