+143.5%
LTH vs EXPD
+71.1%
+72.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -0.6% | -1.1% | +0.5% | -0.1% |
| 30D | -4.6% | +4.1% | -8.7% | -6.4% |
| 3M | +32.8% | +17.9% | +14.9% | +22.6% |
| 6M | +64.6% | +29.2% | +35.4% | +44.8% |
| YTD | +62.6% | +27.4% | +35.3% | +42.5% |
| 1Y | +49.9% | +56.8% | -6.9% | +17.6% |
| 3Y | +151.3% | +68.0% | +83.3% | +85.2% |
| All | +143.5% | +71.1% | +72.4% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling